-25.6%
CG vs EOSE
-49.1%
+23.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.5% | -2.4% |
| 7D | -4.3% | +19.0% | -23.3% | -5.7% |
| 30D | -5.1% | +1.6% | -6.7% | -5.5% |
| 3M | +8.7% | -52.0% | +60.7% | +13.2% |
| 6M | -9.2% | -42.5% | +33.3% | -7.6% |
| YTD | -18.9% | -66.1% | +47.3% | -15.9% |
| 1Y | -25.6% | -47.1% | +21.5% | -18.3% |
| All | -25.6% | -49.1% | +23.4% | -18.3% |
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