+57.4%
CP vs EOSE
-81.0%
+138.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.7% |
| 7D | +2.1% | +9.8% | -7.6% | +1.7% |
| 30D | +9.3% | -2.1% | +11.4% | +9.1% |
| 3M | +0.5% | -54.1% | +54.6% | +3.0% |
| 6M | +10.4% | -76.9% | +87.3% | +15.8% |
| YTD | +28.7% | -83.3% | +112.0% | +34.8% |
| 1Y | +33.2% | -87.4% | +120.6% | +41.0% |
| 3Y | +38.4% | +61.9% | -23.4% | +23.9% |
| 5Y | +26.2% | -82.1% | +108.3% | +12.6% |
| All | +57.4% | -81.0% | +138.3% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling