-82.6%
EOSE vs CPB
-33.2%
-49.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.2% | +2.4% | +6.1% |
| 7D | +9.8% | -1.6% | +11.3% | +9.4% |
| 30D | -2.1% | +19.2% | -21.3% | +1.3% |
| 3M | -54.1% | -0.9% | -53.1% | -54.2% |
| 6M | -76.9% | +15.2% | -92.2% | -76.1% |
| YTD | -83.3% | -13.1% | -70.3% | -83.4% |
| 1Y | -87.4% | -22.4% | -65.0% | -87.6% |
| 3Y | +61.9% | -35.3% | +97.2% | +53.6% |
| All | -82.6% | -33.2% | -49.4% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling