+203.8%
CB vs EOSE
-81.0%
+284.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.5% | +1.1% |
| 7D | +2.9% | +9.8% | -6.8% | +2.9% |
| 30D | +7.3% | -2.1% | +9.4% | +7.3% |
| 3M | +9.4% | -54.1% | +63.5% | +9.4% |
| 6M | +19.6% | -76.9% | +96.6% | +19.9% |
| YTD | +21.5% | -83.3% | +104.8% | +21.7% |
| 1Y | +28.0% | -87.4% | +115.4% | +28.5% |
| 3Y | +74.9% | +61.9% | +13.0% | +67.9% |
| 5Y | +108.1% | -82.1% | +190.2% | +93.7% |
| All | +203.8% | -81.0% | +284.8% | +211.3% |
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