+96.1%
CVS vs EOSE
-60.6%
+156.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -2.2% | +1.8% | -4.0% | -2.2% |
| 30D | -0.1% | -6.8% | +6.8% | 0.0% |
| 3M | -5.2% | -36.3% | +31.1% | -4.8% |
| 6M | +26.9% | -38.8% | +65.7% | +27.1% |
| YTD | +22.1% | -65.5% | +87.6% | +23.0% |
| 1Y | +30.8% | -45.3% | +76.1% | +30.6% |
| 3Y | +54.4% | +44.2% | +10.2% | +48.3% |
| 5Y | +33.4% | -69.5% | +102.9% | +25.5% |
| All | +96.1% | -60.6% | +156.7% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling