+799.7%
CVE vs EOSE
-81.3%
+880.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.0% | -7.5% | +0.1% |
| 7D | -10.1% | +6.8% | -16.9% | -10.5% |
| 30D | -12.1% | -25.4% | +13.3% | -11.2% |
| 3M | -1.9% | -54.7% | +52.8% | +1.3% |
| 6M | -1.8% | -76.5% | +74.7% | +4.1% |
| YTD | +65.8% | -83.6% | +149.4% | +76.2% |
| 1Y | +60.8% | -89.7% | +150.5% | +75.0% |
| 3Y | +70.1% | +38.7% | +31.4% | +46.7% |
| 5Y | +134.8% | -82.9% | +217.7% | +114.1% |
| All | +799.7% | -81.3% | +880.9% | +721.1% |
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