+277.6%
COR vs EOSE
-61.3%
+338.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.9% | -12.7% | -1.9% |
| 7D | +2.8% | +19.0% | -16.2% | +2.7% |
| 30D | +4.5% | +1.6% | +3.0% | +4.5% |
| 3M | +22.7% | -52.0% | +74.6% | +23.2% |
| 6M | -9.7% | -42.5% | +32.8% | -9.7% |
| YTD | -1.4% | -66.1% | +64.7% | -1.0% |
| 1Y | +13.9% | -47.1% | +61.1% | +13.7% |
| 3Y | +94.0% | +0.8% | +93.2% | +90.5% |
| 5Y | +184.0% | -71.7% | +255.7% | +167.9% |
| All | +277.6% | -61.3% | +338.9% | +281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling