+14.8%
CNH vs EOSE
-85.5%
+100.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.6% | -12.8% | -0.9% |
| 7D | +6.5% | +9.7% | -3.3% | +5.8% |
| 30D | -12.0% | -34.6% | +22.6% | -9.9% |
| 3M | +4.4% | -50.8% | +55.2% | +7.7% |
| 6M | +15.7% | -66.5% | +82.1% | +20.7% |
| YTD | +28.2% | -81.3% | +109.6% | +33.0% |
| 1Y | +14.8% | -84.8% | +99.6% | +18.9% |
| All | +14.8% | -85.5% | +100.3% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling