-60.8%
EOSE vs CRL
+20.7%
-81.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.9% |
| 7D | +1.8% | -3.5% | +5.4% | +3.4% |
| 30D | -6.8% | -2.1% | -4.7% | -5.8% |
| 3M | -36.3% | +48.0% | -84.3% | -48.8% |
| 6M | -38.8% | +64.7% | -103.5% | -54.5% |
| YTD | -65.5% | +39.5% | -105.0% | -72.5% |
| 1Y | -45.3% | +74.2% | -119.5% | -61.8% |
| 3Y | +44.2% | +39.4% | +4.8% | +2.4% |
| 5Y | -69.5% | -36.9% | -32.6% | -68.0% |
| All | -60.8% | +20.7% | -81.5% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling