+173.0%
CB vs EOSE
-60.2%
+233.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.3% |
| 7D | -2.8% | +14.0% | -16.8% | -2.8% |
| 30D | -2.4% | -5.9% | +3.5% | -2.4% |
| 3M | +2.8% | -34.3% | +37.0% | +2.9% |
| 6M | +4.8% | -37.8% | +42.5% | +4.8% |
| YTD | +9.2% | -65.2% | +74.3% | +9.4% |
| 1Y | +22.8% | -41.9% | +64.7% | +22.2% |
| 3Y | +71.1% | +44.6% | +26.6% | +66.5% |
| 5Y | +101.0% | -69.2% | +170.2% | +86.8% |
| All | +173.0% | -60.2% | +233.2% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling