+468.2%
CAH vs EOSE
-60.2%
+528.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.6% |
| 7D | -5.1% | +14.0% | -19.1% | -5.3% |
| 30D | -1.8% | -5.9% | +4.1% | -1.8% |
| 3M | +9.4% | -34.3% | +43.6% | +9.8% |
| 6M | +9.2% | -37.8% | +47.0% | +9.3% |
| YTD | +15.7% | -65.2% | +80.9% | +16.5% |
| 1Y | +59.7% | -41.9% | +101.7% | +58.7% |
| 3Y | +178.5% | +44.6% | +133.9% | +168.2% |
| 5Y | +398.3% | -69.2% | +467.4% | +369.8% |
| All | +468.2% | -60.2% | +528.4% | +488.8% |
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