-84.8%
EOSE vs CRL
+85.3%
-170.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -7.3% | +19.9% | +12.9% |
| 7D | +9.7% | -12.8% | +22.5% | +10.5% |
| 30D | -34.6% | +5.0% | -39.6% | -34.7% |
| 3M | -50.8% | +39.4% | -90.2% | -51.0% |
| 6M | -66.5% | +89.4% | -155.8% | -68.3% |
| YTD | -81.3% | +63.6% | -144.9% | -81.1% |
| 1Y | -84.8% | +83.5% | -168.3% | -85.1% |
| All | -84.8% | +85.3% | -170.2% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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