+398.2%
CF vs EOSE
-82.7%
+480.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.7% |
| 7D | +4.8% | -8.4% | +13.2% | +4.8% |
| 30D | +9.7% | -31.0% | +40.7% | +10.3% |
| 3M | +1.2% | -57.0% | +58.3% | +2.7% |
| 6M | +7.4% | -78.3% | +85.6% | +10.4% |
| YTD | +60.5% | -84.8% | +145.3% | +65.6% |
| 1Y | +50.7% | -90.9% | +141.7% | +58.1% |
| 3Y | +64.8% | +35.9% | +28.9% | +49.0% |
| 5Y | +115.8% | -84.1% | +199.8% | +100.8% |
| All | +398.2% | -82.7% | +480.9% | +375.6% |
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