+40.7%
CL vs EOSE
-82.0%
+122.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.8% |
| 30D | +9.5% | -22.0% | +31.4% | +9.4% |
| 3M | +6.6% | -57.3% | +64.0% | +6.5% |
| 6M | +13.2% | -77.7% | +90.9% | +13.0% |
| YTD | +26.9% | -84.2% | +111.1% | +26.5% |
| 1Y | +27.6% | -89.5% | +117.1% | +27.4% |
| 3Y | +39.1% | +41.4% | -2.3% | +37.1% |
| 5Y | +41.3% | -83.0% | +124.3% | +35.3% |
| All | +40.7% | -82.0% | +122.6% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling