+1,338.0%
CLS vs EOSE
+42.6%
+1,295.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.6% | +6.7% |
| 7D | +10.9% | +1.8% | +9.1% | +10.6% |
| 30D | +2.1% | -6.8% | +8.9% | +2.5% |
| 3M | -10.2% | -36.3% | +26.1% | -5.7% |
| 6M | +30.4% | -38.8% | +69.1% | +35.7% |
| YTD | +17.2% | -65.5% | +82.8% | +28.7% |
| 1Y | +41.0% | -45.3% | +86.3% | +46.0% |
| 3Y | +1,338.0% | +44.2% | +1,293.8% | +1,132.4% |
| All | +1,338.0% | +42.6% | +1,295.4% | +1,132.4% |
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