+218.9%
CFG vs EOSE
-61.3%
+280.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.9% | -10.9% | -0.6% |
| 7D | +1.5% | +19.0% | -17.5% | +0.6% |
| 30D | -3.8% | +1.6% | -5.4% | -4.1% |
| 3M | +11.5% | -52.0% | +63.5% | +14.7% |
| 6M | +19.2% | -42.5% | +61.7% | +20.5% |
| YTD | +23.7% | -66.1% | +89.8% | +27.0% |
| 1Y | +38.8% | -47.1% | +86.0% | +38.4% |
| 3Y | +178.9% | +0.8% | +178.1% | +151.5% |
| 5Y | +101.8% | -71.7% | +173.4% | +76.1% |
| All | +218.9% | -61.3% | +280.2% | +218.5% |
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