+175.4%
CB vs EOSE
-61.3%
+236.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.9% | -12.8% | -1.9% |
| 7D | +0.5% | +19.0% | -18.5% | +0.5% |
| 30D | -3.1% | +1.6% | -4.7% | -3.1% |
| 3M | +9.0% | -52.0% | +60.9% | +9.2% |
| 6M | +2.9% | -42.5% | +45.4% | +2.9% |
| YTD | +10.1% | -66.1% | +76.3% | +10.3% |
| 1Y | +22.8% | -47.1% | +69.9% | +22.3% |
| 3Y | +73.8% | +0.8% | +73.0% | +70.0% |
| 5Y | +99.2% | -71.7% | +170.8% | +85.0% |
| All | +175.4% | -61.3% | +236.7% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling