-29.4%
CCL vs EIX
+33.0%
-62.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +5.8% | +1.0% | +4.8% | +5.4% |
| 30D | +17.3% | +8.9% | +8.4% | +12.6% |
| 3M | +11.3% | -9.8% | +21.1% | +14.0% |
| 6M | +18.5% | -10.2% | +28.7% | +20.5% |
| YTD | +2.8% | +5.9% | -3.1% | -5.1% |
| 1Y | +16.7% | +10.9% | +5.9% | +4.9% |
| 3Y | +146.0% | +10.2% | +135.8% | +112.1% |
| 5Y | +33.6% | +17.0% | +16.6% | +9.0% |
| 10Y | -29.4% | +35.1% | -64.5% | -45.7% |
| All | -29.4% | +33.0% | -62.4% | -45.7% |
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 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