+95.4%
CAT vs EOSE
-49.1%
+144.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.9% | -9.1% | +0.5% |
| 7D | +1.7% | +19.0% | -17.3% | -0.6% |
| 30D | -6.6% | +1.6% | -8.1% | -7.2% |
| 3M | -13.3% | -52.0% | +38.7% | -7.8% |
| 6M | +11.6% | -42.5% | +54.1% | +14.8% |
| YTD | +42.9% | -66.1% | +109.1% | +51.7% |
| 1Y | +95.4% | -47.1% | +142.6% | +103.8% |
| All | +95.4% | -49.1% | +144.5% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling