+8.7%
CL vs EOSE
-49.1%
+57.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.9% | -12.3% | -1.2% |
| 7D | -2.2% | +19.0% | -21.2% | -1.6% |
| 30D | -4.8% | +1.6% | -6.4% | -4.7% |
| 3M | +4.9% | -52.0% | +56.9% | +3.2% |
| 6M | -5.7% | -42.5% | +36.8% | -6.6% |
| YTD | +14.4% | -66.1% | +80.5% | +11.6% |
| 1Y | +8.7% | -47.1% | +55.9% | +5.5% |
| All | +8.7% | -49.1% | +57.8% | +5.5% |
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 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