+25.3%
CMS vs EOSE
-60.6%
+85.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -1.9% | +1.8% | -3.7% | -1.9% |
| 30D | -4.1% | -6.8% | +2.7% | -4.1% |
| 3M | -7.1% | -36.3% | +29.2% | -6.9% |
| 6M | -10.1% | -38.8% | +28.7% | -10.0% |
| YTD | -1.7% | -65.5% | +63.8% | -1.4% |
| 1Y | -3.4% | -45.3% | +41.9% | -3.5% |
| 3Y | +31.6% | +44.2% | -12.6% | +28.8% |
| 5Y | +23.3% | -69.5% | +92.8% | +14.3% |
| All | +25.3% | -60.6% | +85.9% | +20.1% |
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