+54.1%
CCL vs EIX
0.0%
+54.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.5% | -5.8% | -2.5% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | -20.0% | -13.5% | -6.4% | -17.7% |
| 3M | -13.7% | -15.3% | +1.6% | -11.0% |
| 6M | -9.0% | -15.3% | +6.3% | -6.3% |
| YTD | -22.8% | +2.7% | -25.5% | -26.1% |
| 1Y | -25.3% | +17.4% | -42.8% | -32.3% |
| 3Y | +54.1% | -1.3% | +55.4% | +31.6% |
| All | +54.1% | 0.0% | +54.1% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling