-68.6%
EOSE vs COO
-44.2%
-24.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.2% | +2.7% | +0.6% |
| 7D | +15.0% | -9.0% | +23.9% | +21.7% |
| 30D | +2.5% | -16.8% | +19.3% | +15.2% |
| 3M | -33.7% | -7.5% | -26.2% | -31.6% |
| 6M | -32.7% | -16.3% | -16.5% | -26.1% |
| YTD | -63.8% | -22.5% | -41.2% | -58.0% |
| 1Y | -40.5% | -7.0% | -33.6% | -41.6% |
| 3Y | +50.4% | -27.5% | +77.8% | +75.3% |
| 5Y | -68.6% | -43.3% | -25.2% | -54.1% |
| All | -68.6% | -44.2% | -24.4% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling