+117.6%
CNP vs EOSE
-57.1%
+174.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.8% | -9.7% | +0.9% |
| 7D | +1.6% | +41.4% | -39.8% | +1.0% |
| 30D | -0.8% | +3.6% | -4.4% | -0.9% |
| 3M | -3.6% | -35.7% | +32.2% | -3.0% |
| 6M | -6.9% | -29.9% | +22.9% | -6.9% |
| YTD | +6.4% | -62.5% | +68.9% | +7.4% |
| 1Y | +9.9% | -37.4% | +47.4% | +9.0% |
| 3Y | +53.1% | +55.8% | -2.7% | +44.4% |
| 5Y | +72.0% | -67.8% | +139.8% | +57.8% |
| All | +117.6% | -57.1% | +174.7% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EOSE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling