+18.7%
CP vs EOSE
+49.8%
-31.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | +0.6% | +15.0% | -14.4% | 0.0% |
| 30D | -0.5% | +2.5% | -3.0% | -0.8% |
| 3M | +0.1% | -33.7% | +33.8% | +1.2% |
| 6M | +7.8% | -32.7% | +40.6% | +8.1% |
| YTD | +22.9% | -63.8% | +86.6% | +25.2% |
| 1Y | +21.3% | -40.5% | +61.9% | +19.3% |
| All | +18.7% | +49.8% | -31.2% | +4.6% |
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