-35.5%
CLS vs EOSE
-80.8%
+45.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.5% | -10.9% | -6.9% |
| 7D | +16.3% | +9.8% | +6.5% | +12.7% |
| 30D | -25.7% | -2.1% | -23.6% | -26.5% |
| 3M | -30.9% | -54.1% | +23.2% | -17.6% |
| 6M | -35.5% | -76.9% | +41.4% | -5.9% |
| All | -35.5% | -80.8% | +45.4% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling