+45.5%
CG vs EOSE
+44.0%
+1.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.1% |
| 7D | -9.8% | +14.0% | -23.8% | -10.8% |
| 30D | -10.3% | -5.9% | -4.4% | -10.2% |
| 3M | -1.7% | -34.3% | +32.6% | +0.6% |
| 6M | -9.8% | -37.8% | +27.9% | -8.5% |
| YTD | -25.6% | -65.2% | +39.6% | -22.3% |
| 1Y | -32.5% | -41.9% | +9.4% | -33.3% |
| All | +45.5% | +44.0% | +1.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling