+50.5%
COP vs EOSE
-42.0%
+92.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +2.3% | +1.8% | +0.5% | +2.4% |
| 30D | +8.6% | -6.8% | +15.5% | +8.5% |
| 3M | +19.9% | -36.3% | +56.1% | +18.9% |
| 6M | +19.0% | -38.8% | +57.8% | +18.6% |
| YTD | +50.0% | -65.5% | +115.5% | +49.3% |
| 1Y | +50.5% | -45.3% | +95.8% | +63.7% |
| All | +50.5% | -42.0% | +92.5% | +63.7% |
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