+76.7%
CF vs EOSE
+40.6%
+36.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.9% | -14.1% | -3.2% |
| 7D | +6.0% | +19.0% | -13.0% | +6.0% |
| 30D | +14.8% | +1.6% | +13.3% | +14.8% |
| 3M | +14.1% | -52.0% | +66.0% | +14.6% |
| 6M | +28.5% | -42.5% | +71.0% | +29.1% |
| YTD | +74.9% | -66.1% | +141.1% | +77.3% |
| 1Y | +61.7% | -47.1% | +108.8% | +60.9% |
| All | +76.7% | +40.6% | +36.1% | +74.1% |
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