+895.8%
CCI vs EIX
+401.0%
+494.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -0.4% | -19.1% | +18.7% | +4.3% |
| 30D | +2.7% | -16.9% | +19.6% | +6.5% |
| 3M | -18.2% | -20.0% | +1.8% | -14.3% |
| 6M | -14.8% | -21.3% | +6.5% | -10.5% |
| YTD | -12.6% | -1.7% | -10.9% | -13.7% |
| 1Y | -16.7% | +9.6% | -26.3% | -20.5% |
| 3Y | -10.5% | -3.7% | -6.8% | -12.5% |
| 5Y | -51.4% | +22.6% | -74.0% | -55.5% |
| 10Y | +20.0% | +17.7% | +2.4% | +7.3% |
| All | +895.8% | +401.0% | +494.9% | +503.8% |
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