+1,980.9%
CLS vs EOSE
-82.3%
+2,063.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.0% |
| 7D | +16.3% | +9.8% | +6.5% | +14.8% |
| 30D | -25.7% | -2.1% | -23.6% | -25.9% |
| 3M | -30.9% | -54.1% | +23.2% | -25.6% |
| 6M | -35.5% | -76.9% | +41.4% | -25.9% |
| YTD | -18.7% | -83.3% | +64.6% | -6.0% |
| 1Y | -17.9% | -87.4% | +69.5% | -2.8% |
| 3Y | +838.1% | +61.9% | +776.2% | +756.1% |
| All | +1,980.9% | -82.3% | +2,063.1% | +1,674.8% |
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