+203.3%
COF vs EOSE
-60.2%
+263.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.6% |
| 7D | -6.1% | +14.0% | -20.1% | -6.8% |
| 30D | -5.2% | -5.9% | +0.7% | -5.1% |
| 3M | +17.0% | -34.3% | +51.3% | +18.9% |
| 6M | +12.9% | -37.8% | +50.7% | +13.9% |
| YTD | -13.5% | -65.2% | +51.6% | -10.9% |
| 1Y | -5.9% | -41.9% | +36.1% | -6.4% |
| 3Y | +117.1% | +44.6% | +72.6% | +93.6% |
| 5Y | +45.4% | -69.2% | +114.6% | +23.6% |
| All | +203.3% | -60.2% | +263.5% | +195.2% |
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