-5.1%
COF vs EOSE
-85.5%
+80.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.6% | -13.8% | -1.9% |
| 7D | +0.7% | +9.7% | -9.0% | +0.1% |
| 30D | +5.7% | -34.6% | +40.3% | +8.1% |
| 3M | -6.7% | -50.8% | +44.1% | -3.4% |
| 6M | +9.5% | -66.5% | +75.9% | +14.7% |
| YTD | -13.9% | -81.3% | +67.4% | -8.6% |
| 1Y | -5.1% | -84.8% | +79.8% | +1.4% |
| All | -5.1% | -85.5% | +80.4% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling