+10.0%
CNH vs EOSE
+49.8%
-39.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.4% |
| 7D | +1.8% | +15.0% | -13.1% | +1.0% |
| 30D | +32.6% | +2.5% | +30.2% | +32.1% |
| 3M | +29.4% | -33.7% | +63.1% | +31.1% |
| 6M | +26.0% | -32.7% | +58.7% | +26.5% |
| YTD | +52.2% | -63.8% | +116.0% | +55.6% |
| 1Y | +23.9% | -40.5% | +64.4% | +21.3% |
| All | +10.0% | +49.8% | -39.9% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling