+10.2%
EIX vs CLBK
+53.8%
-43.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +1.0% | +2.4% | -1.5% | +0.4% |
| 30D | +8.9% | +4.9% | +4.0% | +7.7% |
| 3M | -9.8% | +5.3% | -15.1% | -11.1% |
| 6M | -10.2% | +28.3% | -38.5% | -15.8% |
| YTD | +5.9% | +61.1% | -55.2% | -6.4% |
| 1Y | +10.9% | +62.4% | -51.5% | -2.4% |
| 3Y | +10.2% | +54.7% | -44.4% | -4.9% |
| All | +10.2% | +53.8% | -43.6% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling