+105.1%
CTVA vs EOSE
-70.0%
+175.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -4.5% | +1.8% | -6.3% | -4.6% |
| 30D | +11.3% | -6.8% | +18.2% | +11.4% |
| 3M | +12.3% | -36.3% | +48.6% | +13.5% |
| 6M | +7.2% | -38.8% | +45.9% | +7.9% |
| YTD | +26.0% | -65.5% | +91.5% | +28.5% |
| 1Y | +16.0% | -45.3% | +61.3% | +15.2% |
| 3Y | +73.9% | +44.2% | +29.7% | +57.9% |
| All | +105.1% | -70.0% | +175.1% | +86.5% |
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 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