+24.1%
CMS vs EOSE
-68.2%
+92.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | +0.4% |
| 7D | +1.2% | +41.4% | -40.2% | +0.9% |
| 30D | -3.2% | +3.6% | -6.8% | -3.2% |
| 3M | -2.2% | -35.7% | +33.5% | -1.9% |
| 6M | -9.4% | -29.9% | +20.4% | -9.4% |
| YTD | +0.7% | -62.5% | +63.2% | +1.2% |
| 1Y | +0.4% | -37.4% | +37.8% | -0.1% |
| 3Y | +35.2% | +55.8% | -20.6% | +29.7% |
| 5Y | +24.1% | -67.8% | +91.9% | +8.6% |
| All | +24.1% | -68.2% | +92.4% | +8.6% |
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 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