+22.8%
CCL vs EIX
+18.0%
+4.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.8% |
| 30D | +13.7% | +9.1% | +4.6% | +10.3% |
| 3M | +3.8% | -10.2% | +14.0% | +5.9% |
| 6M | +9.3% | -11.2% | +20.5% | +11.1% |
| YTD | -1.1% | +4.5% | -5.6% | -6.9% |
| 1Y | +14.6% | +10.9% | +3.7% | +4.8% |
| 3Y | +146.4% | +8.4% | +138.0% | +114.7% |
| All | +22.8% | +18.0% | +4.8% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling