-69.6%
EOSE vs CPB
-41.0%
-28.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | +1.8% | -1.8% | +3.6% | +1.4% |
| 30D | -6.8% | -7.1% | +0.2% | -8.1% |
| 3M | -36.3% | -6.0% | -30.2% | -36.4% |
| 6M | -38.8% | -5.3% | -33.5% | -38.7% |
| YTD | -65.5% | -20.8% | -44.7% | -66.2% |
| 1Y | -45.3% | -33.8% | -11.4% | -46.8% |
| 3Y | +44.2% | -43.7% | +87.9% | +37.0% |
| All | -69.6% | -41.0% | -28.6% | -68.4% |
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 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