+62.3%
CF vs EOSE
-40.3%
+102.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | +1.3% |
| 7D | -0.9% | +41.4% | -42.4% | +1.0% |
| 30D | +18.1% | +3.6% | +14.5% | +18.5% |
| 3M | +23.4% | -35.7% | +59.1% | +22.2% |
| 6M | +17.1% | -29.9% | +46.9% | +18.4% |
| YTD | +76.2% | -62.5% | +138.7% | +79.3% |
| 1Y | +62.3% | -37.4% | +99.7% | +83.7% |
| All | +62.3% | -40.3% | +102.5% | +83.7% |
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