+639.7%
CEG vs EOSE
-17.5%
+657.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | -1.0% |
| 7D | +6.7% | +41.4% | -34.8% | +3.1% |
| 30D | +11.0% | +3.6% | +7.4% | +10.2% |
| 3M | +19.5% | -35.7% | +55.2% | +23.1% |
| 6M | -5.9% | -29.9% | +24.0% | -5.2% |
| YTD | -15.0% | -62.5% | +47.5% | -10.8% |
| 1Y | +0.6% | -37.4% | +38.0% | -0.3% |
| 3Y | +180.6% | +55.8% | +124.8% | +138.7% |
| All | +639.7% | -17.5% | +657.1% | +399.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling