+135.5%
CVE vs EOSE
-84.9%
+220.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.9% | -0.3% |
| 7D | -16.1% | -7.9% | -8.2% | -15.9% |
| 30D | -10.4% | -43.9% | +33.5% | -8.5% |
| 3M | -2.4% | -55.8% | +53.5% | +0.5% |
| 6M | -4.4% | -73.4% | +69.0% | -0.1% |
| YTD | +64.9% | -84.8% | +149.8% | +74.9% |
| 1Y | +66.0% | -88.6% | +154.6% | +78.1% |
| 3Y | +57.7% | -2.8% | +60.4% | +40.2% |
| All | +135.5% | -84.9% | +220.4% | +92.0% |
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