+296.0%
C vs EOSE
-61.3%
+357.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.2% | -0.8% |
| 7D | +3.6% | +19.0% | -15.4% | +2.6% |
| 30D | +0.1% | +1.6% | -1.5% | -0.2% |
| 3M | +2.4% | -52.0% | +54.4% | +5.3% |
| 6M | +24.9% | -42.5% | +67.5% | +26.5% |
| YTD | +19.8% | -66.1% | +85.9% | +23.1% |
| 1Y | +44.9% | -47.1% | +92.0% | +44.7% |
| 3Y | +263.0% | +0.8% | +262.2% | +234.7% |
| 5Y | +129.5% | -71.7% | +201.2% | +102.8% |
| All | +296.0% | -61.3% | +357.3% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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