+35.4%
CVS vs EOSE
-49.1%
+84.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.9% | -11.3% | -0.5% |
| 7D | +4.0% | +19.0% | -15.1% | +3.9% |
| 30D | -2.4% | +1.6% | -4.0% | -2.4% |
| 3M | +2.7% | -52.0% | +54.6% | +3.1% |
| 6M | +21.9% | -42.5% | +64.4% | +21.8% |
| YTD | +24.7% | -66.1% | +90.9% | +26.5% |
| 1Y | +35.4% | -47.1% | +82.6% | +30.7% |
| All | +35.4% | -49.1% | +84.5% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling