+51.5%
EOSE vs CPB
-40.6%
+92.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.3% |
| 7D | +15.0% | -8.0% | +22.9% | +11.2% |
| 30D | +2.5% | -2.4% | +4.9% | +1.7% |
| 3M | -33.7% | +0.5% | -34.2% | -32.4% |
| 6M | -32.7% | -10.5% | -22.3% | -34.6% |
| YTD | -63.8% | -17.5% | -46.3% | -65.3% |
| 1Y | -40.5% | -31.0% | -9.5% | -45.6% |
| All | +51.5% | -40.6% | +92.1% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling