+118.4%
CG vs EOSE
-57.1%
+175.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.8% | -13.0% | -3.1% |
| 7D | -1.3% | +41.4% | -42.7% | -4.3% |
| 30D | -3.2% | +3.6% | -6.8% | -3.8% |
| 3M | +6.2% | -35.7% | +41.9% | +9.0% |
| 6M | -4.7% | -29.9% | +25.2% | -4.1% |
| YTD | -20.6% | -62.5% | +41.9% | -17.3% |
| 1Y | -26.4% | -37.4% | +11.0% | -27.7% |
| 3Y | +55.4% | +55.8% | -0.4% | +28.9% |
| 5Y | +9.8% | -67.8% | +77.6% | -13.4% |
| All | +118.4% | -57.1% | +175.5% | +91.7% |
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