-61.5%
EOSE vs CRL
+25.1%
-86.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.7% | +12.5% | +11.6% |
| 7D | +19.0% | -1.0% | +20.0% | +19.8% |
| 30D | +1.6% | +10.7% | -9.1% | -3.0% |
| 3M | -52.0% | +55.3% | -107.3% | -62.3% |
| 6M | -42.5% | +60.7% | -103.2% | -56.6% |
| YTD | -66.1% | +44.6% | -110.8% | -73.4% |
| 1Y | -47.1% | +77.7% | -124.9% | -63.4% |
| 3Y | +0.8% | +37.6% | -36.9% | -26.8% |
| 5Y | -71.7% | -35.8% | -35.8% | -70.5% |
| All | -61.5% | +25.1% | -86.6% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling