-41.9%
EOSE vs CPB
-33.6%
-8.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -6.3% |
| 7D | +14.0% | -5.4% | +19.4% | +10.4% |
| 30D | -5.9% | -7.8% | +1.9% | -10.1% |
| 3M | -34.3% | -6.9% | -27.3% | -35.2% |
| 6M | -37.8% | -12.2% | -25.6% | -42.5% |
| YTD | -65.2% | -21.1% | -44.1% | -69.5% |
| 1Y | -41.9% | -33.5% | -8.4% | -52.4% |
| All | -41.9% | -33.6% | -8.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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