+320.2%
CVE vs EOSE
-71.7%
+391.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.9% | -12.2% | -1.8% |
| 7D | +2.5% | +19.0% | -16.5% | +1.5% |
| 30D | +16.7% | +1.6% | +15.2% | +16.4% |
| 3M | +9.3% | -52.0% | +61.2% | +12.5% |
| 6M | +43.6% | -42.5% | +86.1% | +45.1% |
| YTD | +93.6% | -66.1% | +159.7% | +99.2% |
| 1Y | +98.8% | -47.1% | +145.9% | +97.4% |
| 3Y | +73.6% | +0.8% | +72.8% | +54.9% |
| All | +320.2% | -71.7% | +391.8% | +332.6% |
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