+73.4%
CNP vs EOSE
-82.3%
+155.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | +1.3% | +9.8% | -8.5% | +1.1% |
| 30D | +3.8% | -2.1% | +5.9% | +3.7% |
| 3M | +2.4% | -54.1% | +56.4% | +3.6% |
| 6M | -1.2% | -76.9% | +75.8% | +1.3% |
| YTD | +9.3% | -83.3% | +92.6% | +11.9% |
| 1Y | +6.4% | -87.4% | +93.9% | +9.7% |
| 3Y | +66.4% | +61.9% | +4.5% | +54.5% |
| All | +73.4% | -82.3% | +155.7% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling