+5,464.4%
CLS vs EOSE
-57.1%
+5,521.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.8% | -5.2% | +4.5% |
| 7D | +12.8% | +41.4% | -28.7% | +8.4% |
| 30D | +3.8% | +3.6% | +0.2% | +2.9% |
| 3M | -14.6% | -35.7% | +21.1% | -11.6% |
| 6M | +32.2% | -29.9% | +62.1% | +34.4% |
| YTD | +11.6% | -62.5% | +74.1% | +18.6% |
| 1Y | +35.1% | -37.4% | +72.5% | +36.4% |
| 3Y | +1,312.5% | +55.8% | +1,256.7% | +1,146.1% |
| 5Y | +3,542.1% | -67.8% | +3,609.9% | +3,021.6% |
| All | +5,464.4% | -57.1% | +5,521.5% | +5,052.8% |
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 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