+41.3%
COR vs EOSE
-80.8%
+122.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.5% | -2.6% | +3.2% |
| 7D | +7.8% | +9.8% | -1.9% | +8.3% |
| 30D | +7.0% | -2.1% | +9.1% | +7.4% |
| 3M | +16.3% | -54.1% | +70.3% | +9.4% |
| 6M | +41.3% | -76.9% | +118.2% | +25.5% |
| All | +41.3% | -80.8% | +122.1% | +25.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling