+7.8%
EIX vs CLBK
+62.6%
-54.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.2% |
| 7D | -1.5% | +2.5% | -3.9% | -1.6% |
| 30D | +8.1% | +3.7% | +4.5% | +7.8% |
| 3M | -12.1% | -3.3% | -8.9% | -11.9% |
| 6M | -13.4% | +29.6% | -43.1% | -15.6% |
| YTD | +5.6% | +60.3% | -54.7% | +1.6% |
| 1Y | +7.8% | +63.4% | -55.6% | +3.1% |
| All | +7.8% | +62.6% | -54.7% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling