-60.8%
EOSE vs CHD
+12.5%
-73.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +1.8% | -4.5% | +6.3% | +1.1% |
| 30D | -6.8% | -6.7% | -0.1% | -7.7% |
| 3M | -36.3% | -2.7% | -33.6% | -36.4% |
| 6M | -38.8% | -4.9% | -33.8% | -39.0% |
| YTD | -65.5% | +13.3% | -78.9% | -65.0% |
| 1Y | -45.3% | +1.0% | -46.3% | -45.2% |
| 3Y | +44.2% | +1.3% | +42.8% | +44.7% |
| 5Y | -69.5% | +20.8% | -90.3% | -68.4% |
| All | -60.8% | +12.5% | -73.3% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling