-44.8%
COMP vs EOSE
-80.4%
+35.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.3% | -1.2% |
| 7D | +1.4% | +19.0% | -17.7% | -1.7% |
| 30D | -13.3% | +1.6% | -14.9% | -14.0% |
| 3M | +41.1% | -52.0% | +93.1% | +55.0% |
| 6M | +17.2% | -42.5% | +59.7% | +22.9% |
| YTD | +5.2% | -66.1% | +71.3% | +16.0% |
| 1Y | +18.9% | -47.1% | +66.1% | +16.5% |
| 3Y | +215.9% | +0.8% | +215.1% | +119.2% |
| 5Y | -31.2% | -71.7% | +40.5% | -55.2% |
| All | -44.8% | -80.4% | +35.6% | -65.4% |
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 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