+91.5%
CNH vs EOSE
-81.0%
+172.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.9% |
| 7D | +3.0% | +9.8% | -6.7% | +2.4% |
| 30D | -0.6% | -2.1% | +1.5% | -0.9% |
| 3M | +14.6% | -54.1% | +68.7% | +19.5% |
| 6M | +11.8% | -76.9% | +88.7% | +20.6% |
| YTD | +30.4% | -83.3% | +113.8% | +40.7% |
| 1Y | +19.1% | -87.4% | +106.5% | +30.2% |
| 3Y | +30.2% | +61.9% | -31.7% | +8.2% |
| 5Y | -17.8% | -82.1% | +64.2% | -28.2% |
| All | +91.5% | -81.0% | +172.5% | +79.8% |
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