-47.1%
EOSE vs COPX
+84.7%
-131.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.6% | +11.5% | +11.5% |
| 7D | +19.0% | -4.0% | +23.0% | +23.9% |
| 30D | +1.6% | +4.5% | -3.0% | -2.6% |
| 3M | -52.0% | +0.8% | -52.8% | -52.5% |
| 6M | -42.5% | +3.2% | -45.7% | -44.3% |
| YTD | -66.1% | +26.7% | -92.9% | -74.8% |
| 1Y | -47.1% | +85.7% | -132.8% | -75.9% |
| All | -47.1% | +84.7% | -131.8% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling