+24.9%
COP vs EOSE
+44.0%
-19.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.4% |
| 7D | +1.0% | +14.0% | -13.0% | +1.0% |
| 30D | +9.6% | -5.9% | +15.5% | +9.6% |
| 3M | +15.0% | -34.3% | +49.3% | +15.1% |
| 6M | +21.8% | -37.8% | +59.5% | +21.8% |
| YTD | +49.6% | -65.2% | +114.8% | +50.3% |
| 1Y | +49.9% | -41.9% | +91.8% | +49.0% |
| All | +24.9% | +44.0% | -19.1% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling