-60.4%
EOSE vs COO
-33.1%
-27.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.7% | +10.8% | +4.6% |
| 7D | +14.0% | -23.3% | +37.3% | +31.8% |
| 30D | -5.9% | -29.5% | +23.6% | +14.3% |
| 3M | -34.3% | -20.0% | -14.3% | -27.0% |
| 6M | -37.8% | -27.2% | -10.6% | -27.1% |
| YTD | -65.2% | -33.9% | -31.3% | -56.7% |
| 1Y | -41.9% | -19.9% | -22.0% | -38.0% |
| 3Y | +44.6% | -38.1% | +82.7% | +82.8% |
| 5Y | -69.2% | -52.0% | -17.2% | -58.2% |
| All | -60.4% | -33.1% | -27.3% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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