+61.9%
EOSE vs CRL
+97.9%
-36.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +5.8% |
| 7D | +9.8% | +0.1% | +9.6% | +9.8% |
| 30D | -2.1% | +11.9% | -14.0% | -5.5% |
| 3M | -54.1% | +20.2% | -74.2% | -56.7% |
| 6M | -76.9% | +107.5% | -184.5% | -82.2% |
| YTD | -83.3% | +69.4% | -152.8% | -86.3% |
| 1Y | -87.4% | +99.7% | -187.2% | -90.4% |
| 3Y | +61.9% | +98.8% | -36.9% | +8.4% |
| All | +61.9% | +97.9% | -36.0% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling