+8.4%
CRM vs EOSE
-60.6%
+69.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.0% |
| 7D | -4.4% | +1.8% | -6.2% | -4.6% |
| 30D | +28.1% | -6.8% | +35.0% | +28.2% |
| 3M | +48.8% | -36.3% | +85.1% | +50.7% |
| 6M | +28.3% | -38.8% | +67.0% | +29.1% |
| YTD | -6.0% | -65.5% | +59.5% | -3.8% |
| 1Y | +1.4% | -45.3% | +46.7% | +0.4% |
| 3Y | +11.8% | +44.2% | -32.3% | 0.0% |
| 5Y | -2.0% | -69.5% | +67.5% | -16.0% |
| All | +8.4% | -60.6% | +69.0% | -2.1% |
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