+169.8%
COST vs EOSE
-60.2%
+230.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.8% | 0.0% |
| 7D | -2.5% | +14.0% | -16.5% | -2.8% |
| 30D | -4.4% | -5.9% | +1.5% | -4.4% |
| 3M | -8.1% | -34.3% | +26.2% | -7.5% |
| 6M | -9.2% | -37.8% | +28.5% | -9.0% |
| YTD | +5.1% | -65.2% | +70.3% | +6.4% |
| 1Y | -5.1% | -41.9% | +36.8% | -5.8% |
| 3Y | +70.4% | +44.6% | +25.8% | +59.4% |
| 5Y | +104.7% | -69.2% | +173.9% | +80.0% |
| All | +169.8% | -60.2% | +230.0% | +143.6% |
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 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