+79.1%
CME vs EOSE
-69.0%
+148.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.8% |
| 7D | -0.6% | +15.0% | -15.6% | -0.6% |
| 30D | +4.7% | +2.5% | +2.2% | +4.7% |
| 3M | +7.8% | -33.7% | +41.5% | +8.0% |
| 6M | -11.0% | -32.7% | +21.8% | -11.0% |
| YTD | +4.0% | -63.8% | +67.8% | +4.4% |
| 1Y | +9.1% | -40.5% | +49.7% | +8.8% |
| 3Y | +52.3% | +50.4% | +1.9% | +48.3% |
| All | +79.1% | -69.0% | +148.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling