-61.5%
EOSE vs CPB
-43.4%
-18.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.4% | +14.2% | +10.1% |
| 7D | +19.0% | -8.6% | +27.6% | +16.7% |
| 30D | +1.6% | -7.2% | +8.8% | -0.1% |
| 3M | -52.0% | +0.9% | -52.9% | -51.4% |
| 6M | -42.5% | -11.8% | -30.7% | -43.3% |
| YTD | -66.1% | -19.4% | -46.7% | -66.9% |
| 1Y | -47.1% | -30.4% | -16.8% | -49.1% |
| 3Y | +0.8% | -40.2% | +40.9% | -5.3% |
| 5Y | -71.7% | -39.5% | -32.2% | -70.0% |
| All | -61.5% | -43.4% | -18.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling