+67.8%
CF vs EOSE
+48.1%
+19.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | +0.2% |
| 7D | +4.8% | +9.8% | -5.0% | +4.9% |
| 30D | +4.7% | -2.1% | +6.8% | +4.7% |
| 3M | +7.4% | -54.1% | +61.5% | +7.2% |
| 6M | +0.6% | -76.9% | +77.5% | +0.7% |
| YTD | +64.1% | -83.3% | +147.4% | +65.9% |
| 1Y | +51.4% | -87.4% | +138.8% | +53.9% |
| 3Y | +67.8% | +61.9% | +5.9% | +55.1% |
| All | +67.8% | +48.1% | +19.7% | +55.1% |
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