-41.0%
CCL vs EIX
+23.2%
-64.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -3.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.9% |
| 30D | -20.0% | -13.5% | -6.4% | -16.4% |
| 3M | -13.7% | -15.3% | +1.6% | -9.3% |
| 6M | -9.0% | -15.3% | +6.3% | -4.7% |
| YTD | -22.8% | +2.7% | -25.5% | -27.7% |
| 1Y | -25.3% | +17.4% | -42.8% | -35.4% |
| 3Y | +54.1% | -1.3% | +55.4% | +41.1% |
| 5Y | +3.5% | +27.2% | -23.7% | -20.2% |
| 10Y | -41.0% | +22.7% | -63.8% | -53.8% |
| All | -41.0% | +23.2% | -64.2% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling