-58.8%
EOSE vs CHD
+13.8%
-72.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.7% |
| 7D | +15.0% | -4.2% | +19.1% | +14.3% |
| 30D | +2.5% | -7.6% | +10.0% | +1.4% |
| 3M | -33.7% | -1.6% | -32.1% | -33.7% |
| 6M | -32.7% | -6.3% | -26.4% | -33.1% |
| YTD | -63.8% | +14.6% | -78.4% | -63.2% |
| 1Y | -40.5% | +1.6% | -42.1% | -40.3% |
| 3Y | +50.4% | +3.1% | +47.2% | +51.1% |
| 5Y | -68.6% | +21.1% | -89.6% | -67.6% |
| All | -58.8% | +13.8% | -72.6% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling