+196.9%
CFG vs EOSE
-80.2%
+277.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.4% | -13.5% | +0.2% |
| 7D | -0.8% | -7.0% | +6.2% | -0.5% |
| 30D | +3.1% | -16.7% | +19.9% | +3.6% |
| 3M | -9.7% | -53.1% | +43.4% | -7.1% |
| 6M | +6.7% | -76.8% | +83.5% | +12.8% |
| YTD | +15.2% | -82.6% | +97.8% | +21.4% |
| 1Y | +28.8% | -89.3% | +118.0% | +38.6% |
| 3Y | +190.1% | +55.5% | +134.6% | +155.3% |
| 5Y | +63.4% | -81.9% | +145.2% | +45.3% |
| All | +196.9% | -80.2% | +277.1% | +204.5% |
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