+385.7%
CF vs EOSE
-81.3%
+466.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.2% |
| 7D | -0.9% | +6.8% | -7.7% | -1.1% |
| 30D | +6.9% | -25.4% | +32.3% | +7.4% |
| 3M | +4.8% | -54.7% | +59.5% | +6.3% |
| 6M | +4.7% | -76.5% | +81.2% | +7.5% |
| YTD | +56.5% | -83.6% | +140.1% | +61.2% |
| 1Y | +48.4% | -89.7% | +138.1% | +55.2% |
| 3Y | +59.1% | +38.7% | +20.4% | +44.1% |
| 5Y | +109.5% | -82.9% | +192.4% | +94.7% |
| All | +385.7% | -81.3% | +466.9% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling