-58.8%
EOSE vs CLBK
+108.0%
-166.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | +15.0% | -1.5% | +16.4% | +15.7% |
| 30D | +2.5% | +6.7% | -4.2% | -0.7% |
| 3M | -33.7% | +21.2% | -54.9% | -39.9% |
| 6M | -32.7% | +42.0% | -74.7% | -43.4% |
| YTD | -63.8% | +63.3% | -127.0% | -71.8% |
| 1Y | -40.5% | +65.4% | -105.9% | -54.0% |
| 3Y | +50.4% | +52.5% | -2.1% | +18.0% |
| 5Y | -68.6% | +42.0% | -110.5% | -74.0% |
| All | -58.8% | +108.0% | -166.7% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling