+3,616.8%
CLS vs EOSE
-70.2%
+3,687.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.3% | -2.1% |
| 7D | +5.0% | +14.0% | -9.0% | +3.4% |
| 30D | +4.8% | -5.9% | +10.7% | +5.0% |
| 3M | -10.4% | -34.3% | +23.9% | -7.2% |
| 6M | +20.8% | -37.8% | +58.6% | +24.5% |
| YTD | +10.0% | -65.2% | +75.2% | +18.3% |
| 1Y | +28.5% | -41.9% | +70.5% | +31.0% |
| 3Y | +1,292.2% | +44.6% | +1,247.6% | +1,129.4% |
| 5Y | +3,616.8% | -69.2% | +3,686.0% | +3,770.9% |
| All | +3,616.8% | -70.2% | +3,687.0% | +3,770.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling