+74.0%
CCL vs EOSE
-57.1%
+131.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.8% | -12.1% | -2.5% |
| 7D | -0.1% | +41.4% | -41.6% | -4.3% |
| 30D | -20.0% | +3.6% | -23.6% | -20.7% |
| 3M | -13.7% | -35.7% | +22.1% | -10.5% |
| 6M | -9.0% | -29.9% | +20.8% | -8.2% |
| YTD | -22.8% | -62.5% | +39.7% | -18.6% |
| 1Y | -25.3% | -37.4% | +12.1% | -27.5% |
| 3Y | +54.1% | +55.8% | -1.7% | +17.1% |
| 5Y | +3.5% | -67.8% | +71.3% | -21.7% |
| All | +74.0% | -57.1% | +131.1% | +67.3% |
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