+134.1%
CME vs EOSE
-61.3%
+195.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.9% | -11.1% | -0.3% |
| 7D | -1.6% | +19.0% | -20.6% | -1.6% |
| 30D | +6.2% | +1.6% | +4.7% | +6.2% |
| 3M | +10.4% | -52.0% | +62.4% | +10.8% |
| 6M | -9.5% | -42.5% | +33.0% | -9.4% |
| YTD | +6.0% | -66.1% | +72.2% | +6.4% |
| 1Y | +9.3% | -47.1% | +56.4% | +9.0% |
| 3Y | +57.7% | +0.8% | +56.9% | +54.4% |
| 5Y | +77.7% | -71.7% | +149.3% | +70.6% |
| All | +134.1% | -61.3% | +195.4% | +144.5% |
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