+14.3%
CL vs EOSE
-74.7%
+89.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.4% | -14.5% | +0.4% |
| 7D | -0.8% | -7.0% | +6.2% | -1.0% |
| 30D | +9.5% | -16.7% | +26.3% | +9.0% |
| 3M | +6.8% | -53.1% | +59.8% | +4.2% |
| 6M | +14.3% | -76.8% | +91.1% | +9.1% |
| All | +14.3% | -74.7% | +89.0% | +9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling