+118.1%
COF vs EOSE
+42.6%
+75.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -6.0% | -6.8% | +0.8% | -5.9% |
| 3M | +14.8% | -36.3% | +51.1% | +16.4% |
| 6M | +15.3% | -38.8% | +54.1% | +16.2% |
| YTD | -13.0% | -65.5% | +52.5% | -11.0% |
| 1Y | -5.7% | -45.3% | +39.6% | -5.3% |
| 3Y | +118.1% | +44.2% | +74.0% | +111.3% |
| All | +118.1% | +42.6% | +75.5% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling