+97.6%
CVS vs EOSE
-58.6%
+156.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | -1.9% | +15.0% | -16.9% | -2.1% |
| 30D | -0.3% | +2.5% | -2.8% | -0.4% |
| 3M | -1.1% | -33.7% | +32.6% | -0.8% |
| 6M | +23.7% | -32.7% | +56.4% | +23.7% |
| YTD | +23.0% | -63.8% | +86.8% | +23.9% |
| 1Y | +37.2% | -40.5% | +77.7% | +36.9% |
| 3Y | +62.4% | +50.4% | +12.1% | +55.9% |
| 5Y | +31.8% | -68.6% | +100.4% | +24.0% |
| All | +97.6% | -58.6% | +156.2% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling