+97.4%
CB vs EOSE
-68.2%
+165.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -1.5% |
| 7D | -0.6% | +41.4% | -42.1% | -0.7% |
| 30D | -3.9% | +3.6% | -7.5% | -3.9% |
| 3M | +4.9% | -35.7% | +40.6% | +5.1% |
| 6M | +3.3% | -29.9% | +33.1% | +3.2% |
| YTD | +8.5% | -62.5% | +71.0% | +8.8% |
| 1Y | +22.1% | -37.4% | +59.5% | +21.3% |
| 3Y | +70.1% | +55.8% | +14.3% | +64.1% |
| 5Y | +97.4% | -67.8% | +165.2% | +82.2% |
| All | +97.4% | -68.2% | +165.6% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling