-69.6%
EOSE vs CLBK
+43.5%
-113.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -1.5% | +3.3% | +2.6% |
| 30D | -6.8% | -1.0% | -5.8% | -6.3% |
| 3M | -36.3% | +22.9% | -59.2% | -43.3% |
| 6M | -38.8% | +44.2% | -83.0% | -49.9% |
| YTD | -65.5% | +64.0% | -129.5% | -74.0% |
| 1Y | -45.3% | +65.7% | -111.0% | -59.0% |
| 3Y | +44.2% | +54.1% | -9.9% | +8.7% |
| All | -69.6% | +43.5% | -113.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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