+34.6%
CP vs EOSE
-85.5%
+120.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +3.4% |
| 7D | +5.6% | +9.7% | -4.2% | +5.5% |
| 30D | +10.0% | -34.6% | +44.6% | +10.3% |
| 3M | +4.4% | -50.8% | +55.2% | +4.7% |
| 6M | +14.1% | -66.5% | +80.5% | +14.9% |
| YTD | +29.1% | -81.3% | +110.4% | +28.4% |
| 1Y | +34.6% | -84.8% | +119.4% | +34.9% |
| All | +34.6% | -85.5% | +120.0% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling