+57.7%
CVE vs EOSE
-16.7%
+74.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.9% | -0.3% |
| 7D | -16.1% | -7.9% | -8.2% | -16.0% |
| 30D | -10.4% | -43.9% | +33.5% | -8.8% |
| 3M | -2.4% | -55.8% | +53.5% | 0.0% |
| 6M | -4.4% | -73.4% | +69.0% | -0.8% |
| YTD | +64.9% | -84.8% | +149.8% | +73.8% |
| 1Y | +66.0% | -88.6% | +154.6% | +77.0% |
| 3Y | +57.7% | -2.8% | +60.4% | +38.5% |
| All | +57.7% | -16.7% | +74.4% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling