-60.4%
EOSE vs COPX
+365.1%
-425.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | +2.3% |
| 7D | +14.0% | -2.9% | +16.9% | +16.9% |
| 30D | -5.9% | 0.0% | -5.9% | -5.7% |
| 3M | -34.3% | +14.8% | -49.1% | -42.0% |
| 6M | -37.8% | +7.0% | -44.8% | -41.0% |
| YTD | -65.2% | +23.8% | -89.0% | -71.3% |
| 1Y | -41.9% | +75.7% | -117.6% | -64.4% |
| 3Y | +44.6% | +156.4% | -111.8% | -35.7% |
| 5Y | -69.2% | +167.6% | -236.8% | -86.9% |
| All | -60.4% | +365.1% | -425.5% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling