+66.4%
CME vs EOSE
+48.1%
+18.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.9% |
| 7D | +3.9% | +9.8% | -5.8% | +4.1% |
| 30D | +11.3% | -2.1% | +13.4% | +11.5% |
| 3M | +19.6% | -54.1% | +73.6% | +18.7% |
| 6M | +8.1% | -76.9% | +85.0% | +7.1% |
| YTD | +20.4% | -83.3% | +103.7% | +19.5% |
| 1Y | +16.5% | -87.4% | +103.9% | +15.8% |
| 3Y | +66.4% | +61.9% | +4.6% | +63.3% |
| All | +66.4% | +48.1% | +18.4% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling