+34.8%
CF vs EOSE
-85.5%
+120.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.6% | -17.0% | -3.7% |
| 7D | -6.9% | +9.7% | -16.6% | -6.2% |
| 30D | -3.7% | -34.6% | +30.8% | -5.4% |
| 3M | -5.0% | -50.8% | +45.8% | -7.9% |
| 6M | -10.5% | -66.5% | +56.0% | -13.6% |
| YTD | +46.5% | -81.3% | +127.8% | +45.1% |
| 1Y | +34.8% | -84.8% | +119.6% | +34.4% |
| All | +34.8% | -85.5% | +120.3% | +34.4% |
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 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