+213.7%
CFG vs EOSE
-60.2%
+273.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.6% |
| 7D | -1.7% | +14.0% | -15.7% | -2.4% |
| 30D | -4.6% | -5.9% | +1.3% | -4.6% |
| 3M | +7.9% | -34.3% | +42.2% | +9.3% |
| 6M | +19.9% | -37.8% | +57.6% | +20.7% |
| YTD | +21.7% | -65.2% | +86.9% | +24.7% |
| 1Y | +38.4% | -41.9% | +80.4% | +37.3% |
| 3Y | +187.0% | +44.6% | +142.4% | +154.5% |
| 5Y | +99.5% | -69.2% | +168.7% | +73.5% |
| All | +213.7% | -60.2% | +273.9% | +212.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling