+193.6%
COP vs EOSE
-70.2%
+263.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.5% |
| 7D | +1.0% | +14.0% | -13.0% | +0.7% |
| 30D | +9.6% | -5.9% | +15.5% | +9.6% |
| 3M | +15.0% | -34.3% | +49.3% | +15.8% |
| 6M | +21.8% | -37.8% | +59.5% | +22.1% |
| YTD | +49.6% | -65.2% | +114.8% | +51.7% |
| 1Y | +49.9% | -41.9% | +91.8% | +48.3% |
| 3Y | +22.6% | +44.6% | -22.0% | +11.9% |
| 5Y | +193.6% | -69.2% | +262.8% | +176.6% |
| All | +193.6% | -70.2% | +263.8% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling