+1,110.1%
CCI vs EIX
+439.8%
+670.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +2.5% | +1.4% | +1.2% | +2.1% |
| 30D | +14.4% | +8.5% | +5.9% | +11.9% |
| 3M | +21.7% | -13.5% | +35.1% | +24.9% |
| 6M | +4.0% | -12.4% | +16.4% | +6.2% |
| YTD | +6.2% | +5.9% | +0.3% | +2.7% |
| 1Y | +5.4% | +7.6% | -2.2% | +1.4% |
| 3Y | +11.7% | +12.8% | -1.0% | +4.6% |
| 5Y | -35.6% | +19.2% | -54.8% | -40.7% |
| 10Y | +68.7% | +34.9% | +33.9% | +45.5% |
| All | +1,110.1% | +439.8% | +670.4% | +618.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling