-82.6%
EOSE vs COO
-40.4%
-42.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.8% |
| 3M | -54.1% | -18.2% | -35.9% | -48.3% |
| 6M | -76.9% | +5.3% | -82.3% | -79.1% |
| YTD | -83.3% | -23.6% | -59.8% | -80.7% |
| 1Y | -87.4% | -12.7% | -74.8% | -87.0% |
| 3Y | +61.9% | -24.2% | +86.1% | +77.6% |
| All | -82.6% | -40.4% | -42.2% | -76.0% |
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