+130.4%
CME vs EOSE
-60.6%
+191.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.6% |
| 30D | +5.6% | -6.8% | +12.4% | +5.6% |
| 3M | +5.6% | -36.3% | +41.9% | +5.8% |
| 6M | -8.3% | -38.8% | +30.5% | -8.2% |
| YTD | +4.3% | -65.5% | +69.9% | +4.7% |
| 1Y | +9.1% | -45.3% | +54.4% | +8.8% |
| 3Y | +52.1% | +44.2% | +7.9% | +48.3% |
| 5Y | +79.7% | -69.5% | +149.2% | +72.5% |
| All | +130.4% | -60.6% | +191.0% | +140.6% |
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 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