+74.7%
CSX vs EOSE
+40.6%
+34.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | +0.8% |
| 7D | -3.4% | +19.0% | -22.4% | -3.5% |
| 30D | -3.1% | +1.6% | -4.7% | -3.1% |
| 3M | +7.2% | -52.0% | +59.2% | +7.7% |
| 6M | +16.2% | -42.5% | +58.7% | +16.2% |
| YTD | +37.5% | -66.1% | +103.7% | +37.8% |
| 1Y | +53.2% | -47.1% | +100.4% | +52.9% |
| All | +74.7% | +40.6% | +34.2% | +71.6% |
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