+170.5%
COST vs EOSE
-60.6%
+231.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.2% | +1.8% | -3.0% | -1.2% |
| 30D | -4.7% | -6.8% | +2.1% | -4.7% |
| 3M | -7.1% | -36.3% | +29.2% | -6.5% |
| 6M | -8.5% | -38.8% | +30.2% | -8.3% |
| YTD | +5.4% | -65.5% | +70.9% | +6.7% |
| 1Y | -5.6% | -45.3% | +39.7% | -6.2% |
| 3Y | +68.5% | +44.2% | +24.3% | +57.7% |
| 5Y | +105.2% | -69.5% | +174.7% | +80.5% |
| All | +170.5% | -60.6% | +231.1% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling