+442.9%
CF vs EOSE
-61.3%
+504.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.9% | -14.1% | -3.5% |
| 7D | +6.0% | +19.0% | -13.0% | +5.6% |
| 30D | +14.8% | +1.6% | +13.3% | +14.7% |
| 3M | +14.1% | -52.0% | +66.0% | +15.8% |
| 6M | +28.5% | -42.5% | +71.0% | +29.2% |
| YTD | +74.9% | -66.1% | +141.1% | +77.9% |
| 1Y | +61.7% | -47.1% | +108.8% | +60.6% |
| 3Y | +80.3% | +0.8% | +79.5% | +67.5% |
| 5Y | +226.0% | -71.7% | +297.6% | +201.0% |
| All | +442.9% | -61.3% | +504.3% | +410.9% |
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