+807.8%
CCL vs EIX
+1,083.9%
-276.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -5.0% | -19.1% | +14.0% | -0.1% |
| 30D | -20.3% | -16.9% | -3.4% | -17.0% |
| 3M | -15.1% | -20.0% | +4.9% | -10.8% |
| 6M | -15.1% | -21.3% | +6.2% | -10.4% |
| YTD | -21.8% | -1.7% | -20.1% | -23.1% |
| 1Y | -24.8% | +9.6% | -34.4% | -28.7% |
| 3Y | +51.9% | -3.7% | +55.5% | +47.7% |
| 5Y | +4.0% | +22.6% | -18.6% | -6.1% |
| 10Y | -42.2% | +17.7% | -59.9% | -47.1% |
| All | +807.8% | +1,083.9% | -276.2% | +349.1% |
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