+639.5%
CEG vs EOSE
-25.5%
+665.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +10.9% | -6.0% | +3.9% |
| 7D | +8.0% | +19.0% | -11.0% | +6.1% |
| 30D | +12.9% | +1.6% | +11.4% | +12.4% |
| 3M | +13.2% | -52.0% | +65.1% | +19.8% |
| 6M | -7.0% | -42.5% | +35.5% | -4.6% |
| YTD | -15.0% | -66.1% | +51.1% | -9.9% |
| 1Y | -2.7% | -47.1% | +44.4% | -2.1% |
| 3Y | +184.1% | +0.8% | +183.3% | +149.0% |
| All | +639.5% | -25.5% | +665.0% | +404.4% |
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