+33.2%
CP vs EOSE
-88.8%
+122.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.5% |
| 7D | +2.1% | +9.8% | -7.6% | +2.1% |
| 30D | +9.3% | -2.1% | +11.4% | +9.3% |
| 3M | +0.5% | -54.1% | +54.6% | +0.5% |
| 6M | +10.4% | -76.9% | +87.3% | +11.1% |
| YTD | +28.7% | -83.3% | +112.0% | +26.9% |
| 1Y | +33.2% | -87.4% | +120.6% | +32.9% |
| All | +33.2% | -88.8% | +122.0% | +32.9% |
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