-16.1%
CEG vs EOSE
-88.8%
+72.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.3% |
| 7D | +12.1% | +9.8% | +2.3% | +10.9% |
| 30D | +0.2% | -2.1% | +2.3% | -0.4% |
| 3M | +0.7% | -54.1% | +54.8% | +7.0% |
| 6M | +2.2% | -76.9% | +79.2% | +13.9% |
| YTD | -20.3% | -83.3% | +63.0% | -9.8% |
| 1Y | -16.1% | -87.4% | +71.4% | -1.0% |
| All | -16.1% | -88.8% | +72.7% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling