+60.7%
COP vs EOSE
-85.5%
+146.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.6% | -17.8% | -4.6% |
| 7D | -8.1% | +9.7% | -17.9% | -7.7% |
| 30D | +6.7% | -34.6% | +41.2% | +5.6% |
| 3M | +16.9% | -50.8% | +67.7% | +15.0% |
| 6M | +11.2% | -66.5% | +77.6% | +8.7% |
| YTD | +49.5% | -81.3% | +130.8% | +47.0% |
| 1Y | +60.7% | -84.8% | +145.5% | +58.7% |
| All | +60.7% | -85.5% | +146.2% | +58.7% |
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