+25.6%
CL vs EOSE
-60.2%
+85.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | -0.2% |
| 7D | -2.4% | +14.0% | -16.4% | -2.4% |
| 30D | -4.8% | -5.9% | +1.1% | -4.8% |
| 3M | -1.7% | -34.3% | +32.5% | -1.8% |
| 6M | -3.8% | -37.8% | +33.9% | -3.9% |
| YTD | +13.3% | -65.2% | +78.4% | +13.1% |
| 1Y | +8.3% | -41.9% | +50.2% | +7.9% |
| 3Y | +28.8% | +44.6% | -15.7% | +27.3% |
| 5Y | +28.5% | -69.2% | +97.7% | +23.0% |
| All | +25.6% | -60.2% | +85.8% | +24.0% |
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