+117.1%
CNH vs EOSE
-60.2%
+177.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -2.6% |
| 7D | -2.5% | +14.0% | -16.5% | -3.4% |
| 30D | +27.0% | -5.9% | +32.9% | +27.1% |
| 3M | +32.6% | -34.3% | +66.9% | +35.1% |
| 6M | +23.6% | -37.8% | +61.3% | +25.0% |
| YTD | +47.8% | -65.2% | +113.0% | +53.0% |
| 1Y | +21.3% | -41.9% | +63.2% | +19.2% |
| 3Y | +7.0% | +44.6% | -37.6% | -9.4% |
| 5Y | +10.2% | -69.2% | +79.4% | -6.5% |
| All | +117.1% | -60.2% | +177.3% | +95.5% |
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 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