+7.1%
CL vs EOSE
-40.1%
+47.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.5% |
| 7D | -2.3% | +15.0% | -17.3% | -1.9% |
| 30D | -5.5% | +2.5% | -8.0% | -5.3% |
| 3M | +0.8% | -33.7% | +34.5% | 0.0% |
| 6M | -4.2% | -32.7% | +28.5% | -4.6% |
| YTD | +13.4% | -63.8% | +77.2% | +10.8% |
| 1Y | +7.1% | -40.5% | +47.6% | +5.4% |
| All | +7.1% | -40.1% | +47.1% | +5.4% |
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