+456.0%
COP vs EOSE
-60.6%
+516.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.3% | +1.8% | +0.5% | +2.2% |
| 30D | +8.6% | -6.8% | +15.5% | +8.7% |
| 3M | +19.9% | -36.3% | +56.1% | +20.8% |
| 6M | +19.0% | -38.8% | +57.8% | +19.4% |
| YTD | +50.0% | -65.5% | +115.5% | +52.2% |
| 1Y | +50.5% | -45.3% | +95.8% | +49.2% |
| 3Y | +25.2% | +44.2% | -18.9% | +13.9% |
| 5Y | +194.3% | -69.5% | +263.8% | +166.8% |
| All | +456.0% | -60.6% | +516.6% | +409.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling