+446.9%
CF vs EOSE
-57.1%
+504.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | +0.5% |
| 7D | -0.9% | +41.4% | -42.4% | -1.7% |
| 30D | +18.1% | +3.6% | +14.5% | +17.8% |
| 3M | +23.4% | -35.7% | +59.1% | +24.3% |
| 6M | +17.1% | -29.9% | +46.9% | +17.0% |
| YTD | +76.2% | -62.5% | +138.7% | +78.8% |
| 1Y | +62.3% | -37.4% | +99.7% | +60.4% |
| 3Y | +71.8% | +55.8% | +16.0% | +57.3% |
| 5Y | +234.6% | -67.8% | +302.4% | +208.0% |
| All | +446.9% | -57.1% | +504.1% | +413.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling