+98.8%
CVE vs EOSE
-49.1%
+147.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.2% | -1.4% |
| 7D | +2.5% | +19.0% | -16.5% | +2.4% |
| 30D | +16.7% | +1.6% | +15.2% | +16.8% |
| 3M | +9.3% | -52.0% | +61.2% | +10.4% |
| 6M | +43.6% | -42.5% | +86.1% | +44.7% |
| YTD | +93.6% | -66.1% | +159.7% | +97.7% |
| 1Y | +98.8% | -47.1% | +145.9% | +126.8% |
| All | +98.8% | -49.1% | +147.8% | +126.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling