+3.7%
CG vs EOSE
-70.2%
+73.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.0% |
| 7D | -9.8% | +14.0% | -23.8% | -11.0% |
| 30D | -10.3% | -5.9% | -4.4% | -10.2% |
| 3M | -1.7% | -34.3% | +32.6% | +0.9% |
| 6M | -9.8% | -37.8% | +27.9% | -8.3% |
| YTD | -25.6% | -65.2% | +39.6% | -21.7% |
| 1Y | -32.5% | -41.9% | +9.4% | -33.5% |
| 3Y | +45.6% | +44.6% | +1.1% | +19.1% |
| 5Y | +3.7% | -69.2% | +72.8% | -10.2% |
| All | +3.7% | -70.2% | +73.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling