-47.1%
EOSE vs CHD
+7.1%
-54.2%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.8% |
| 7D | +19.0% | -2.7% | +21.7% | +17.9% |
| 30D | +1.6% | -4.6% | +6.2% | 0.0% |
| 3M | -52.0% | +5.0% | -57.0% | -50.8% |
| 6M | -42.5% | -3.2% | -39.3% | -43.0% |
| YTD | -66.1% | +18.6% | -84.8% | -65.0% |
| 1Y | -47.1% | +4.8% | -52.0% | -51.6% |
| All | -47.1% | +7.1% | -54.2% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling