-49.8%
CCI vs EIX
+28.4%
-78.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.4% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +0.5% | -13.5% | +14.0% | +3.7% |
| 3M | -16.3% | -15.3% | -1.0% | -13.1% |
| 6M | -13.9% | -15.3% | +1.4% | -10.9% |
| YTD | -12.4% | +2.7% | -15.2% | -16.8% |
| 1Y | -15.2% | +17.4% | -32.6% | -24.4% |
| 3Y | -9.9% | -1.3% | -8.5% | -15.3% |
| All | -49.8% | +28.4% | -78.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling