+118.7%
CNH vs EOSE
-57.1%
+175.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +10.8% | -16.4% | -6.2% |
| 7D | +8.8% | +41.4% | -32.6% | +6.3% |
| 30D | +24.7% | +3.6% | +21.0% | +24.0% |
| 3M | +27.3% | -35.7% | +63.1% | +29.9% |
| 6M | +23.2% | -29.9% | +53.0% | +23.6% |
| YTD | +48.9% | -62.5% | +111.4% | +53.4% |
| 1Y | +19.4% | -37.4% | +56.8% | +16.9% |
| 3Y | +7.8% | +55.8% | -48.0% | -9.1% |
| 5Y | +8.7% | -67.8% | +76.5% | -8.0% |
| All | +118.7% | -57.1% | +175.9% | +96.0% |
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