+40.3%
CFG vs EOSE
-42.0%
+82.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -0.4% | +1.8% | -2.2% | -0.5% |
| 30D | -4.6% | -6.8% | +2.2% | -4.6% |
| 3M | +6.7% | -36.3% | +42.9% | +8.0% |
| 6M | +22.1% | -38.8% | +60.9% | +22.2% |
| YTD | +23.2% | -65.5% | +88.7% | +24.6% |
| 1Y | +40.3% | -45.3% | +85.6% | +45.0% |
| All | +40.3% | -42.0% | +82.3% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling