+159.5%
CVE vs EOSE
-82.3%
+241.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.9% | +0.4% |
| 7D | +5.9% | +9.8% | -3.8% | +5.4% |
| 30D | -10.9% | -2.1% | -8.8% | -11.1% |
| 3M | -4.5% | -54.1% | +49.6% | -1.9% |
| 6M | -1.0% | -76.9% | +76.0% | +4.5% |
| YTD | +74.7% | -83.3% | +158.1% | +84.4% |
| 1Y | +65.8% | -87.4% | +153.3% | +77.2% |
| 3Y | +73.2% | +61.9% | +11.3% | +49.9% |
| All | +159.5% | -82.3% | +241.8% | +117.2% |
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