+38.4%
CP vs EOSE
+48.1%
-9.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.7% |
| 6M | +10.4% | -76.9% | +87.3% | +15.3% |
| YTD | +28.7% | -83.3% | +112.0% | +34.2% |
| 1Y | +33.2% | -87.4% | +120.6% | +40.5% |
| 3Y | +38.4% | +61.9% | -23.4% | +24.1% |
| All | +38.4% | +48.1% | -9.6% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling