+71.4%
CB vs EOSE
+29.9%
+41.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.4% |
| 7D | +0.7% | -8.4% | +9.1% | +0.6% |
| 30D | +8.2% | -31.0% | +39.1% | +7.6% |
| 3M | +6.3% | -57.0% | +63.3% | +4.9% |
| 6M | +16.2% | -78.3% | +94.5% | +13.9% |
| YTD | +19.3% | -84.8% | +104.2% | +16.8% |
| 1Y | +29.2% | -90.9% | +120.2% | +26.2% |
| 3Y | +71.4% | +35.9% | +35.5% | +71.4% |
| All | +71.4% | +29.9% | +41.6% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling