-81.0%
EOSE vs COO
-22.6%
-58.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.1% |
| 7D | +9.8% | +0.5% | +9.3% | +9.6% |
| 30D | -2.1% | +14.2% | -16.2% | -9.1% |
| 3M | -54.1% | -18.2% | -35.9% | -48.9% |
| 6M | -76.9% | +5.3% | -82.3% | -78.8% |
| YTD | -83.3% | -23.6% | -59.8% | -81.0% |
| 1Y | -87.4% | -12.7% | -74.8% | -87.0% |
| 3Y | +61.9% | -24.2% | +86.1% | +79.4% |
| 5Y | -82.1% | -40.0% | -42.1% | -77.6% |
| All | -81.0% | -22.6% | -58.5% | -75.5% |
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