+25.6%
CL vs EOSE
-89.5%
+115.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.4% | -14.5% | +0.3% |
| 7D | -0.8% | -7.0% | +6.2% | -1.0% |
| 30D | +9.5% | -16.7% | +26.3% | +9.2% |
| 3M | +6.8% | -53.1% | +59.8% | +4.9% |
| 6M | +14.3% | -76.8% | +91.1% | +10.7% |
| YTD | +26.3% | -82.6% | +108.9% | +21.2% |
| 1Y | +25.6% | -89.3% | +114.8% | +18.6% |
| All | +25.6% | -89.5% | +115.1% | +18.6% |
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