+30.2%
CMS vs EOSE
-82.0%
+112.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.0% | +8.5% | -0.5% |
| 7D | -1.3% | -3.7% | +2.5% | -1.3% |
| 30D | +5.3% | -22.0% | +27.2% | +5.3% |
| 3M | -0.3% | -57.3% | +57.0% | 0.0% |
| 6M | -4.0% | -77.7% | +73.6% | -3.5% |
| YTD | +2.1% | -84.2% | +86.3% | +2.7% |
| 1Y | -4.7% | -89.5% | +84.8% | -3.9% |
| 3Y | +36.8% | +41.4% | -4.6% | +34.0% |
| 5Y | +34.9% | -83.0% | +117.9% | +26.1% |
| All | +30.2% | -82.0% | +112.2% | +25.2% |
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