+78.6%
CI vs EOSE
-60.2%
+138.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.8% | +1.0% |
| 7D | -1.3% | +14.0% | -15.3% | -1.5% |
| 30D | +3.1% | -5.9% | +9.0% | +3.2% |
| 3M | -4.5% | -34.3% | +29.8% | -4.1% |
| 6M | +8.3% | -37.8% | +46.0% | +8.4% |
| YTD | +3.8% | -65.2% | +69.0% | +4.5% |
| 1Y | -5.0% | -41.9% | +36.9% | -5.6% |
| 3Y | +5.8% | +44.6% | -38.8% | +0.9% |
| 5Y | +50.6% | -69.2% | +119.8% | +41.2% |
| All | +78.6% | -60.2% | +138.8% | +81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling