+172.4%
CEG vs EOSE
+49.8%
+122.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.3% |
| 7D | +1.3% | +15.0% | -13.6% | -0.4% |
| 30D | +8.8% | +2.5% | +6.4% | +8.1% |
| 3M | +17.0% | -33.7% | +50.7% | +20.9% |
| 6M | -8.7% | -32.7% | +24.0% | -7.5% |
| YTD | -16.4% | -63.8% | +47.4% | -10.8% |
| 1Y | -1.8% | -40.5% | +38.8% | -2.6% |
| All | +172.4% | +49.8% | +122.6% | +111.3% |
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