-35.4%
CG vs EOSE
-42.0%
+6.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -9.9% | +1.8% | -11.7% | -10.0% |
| 30D | -11.7% | -6.8% | -4.8% | -11.5% |
| 3M | -4.3% | -36.3% | +32.0% | -2.3% |
| 6M | -8.8% | -38.8% | +30.0% | -7.5% |
| YTD | -26.9% | -65.5% | +38.7% | -24.4% |
| 1Y | -35.4% | -45.3% | +9.9% | -32.0% |
| All | -35.4% | -42.0% | +6.6% | -32.0% |
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