+43.2%
CL vs EOSE
-81.0%
+124.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.8% |
| 7D | +3.2% | +9.8% | -6.5% | +3.3% |
| 30D | +8.0% | -2.1% | +10.1% | +8.1% |
| 3M | +7.9% | -54.1% | +62.0% | +7.7% |
| 6M | +14.7% | -76.9% | +91.7% | +14.5% |
| YTD | +29.2% | -83.3% | +112.5% | +28.8% |
| 1Y | +29.5% | -87.4% | +117.0% | +29.3% |
| 3Y | +40.7% | +61.9% | -21.2% | +38.6% |
| 5Y | +43.9% | -82.1% | +125.9% | +37.8% |
| All | +43.2% | -81.0% | +124.2% | +41.3% |
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