+52.8%
CP vs EOSE
-61.3%
+114.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.5% | -0.1% |
| 7D | -2.7% | +19.0% | -21.7% | -3.4% |
| 30D | +0.2% | +1.6% | -1.4% | -0.1% |
| 3M | +2.6% | -52.0% | +54.5% | +5.1% |
| 6M | +6.0% | -42.5% | +48.5% | +7.0% |
| YTD | +24.9% | -66.1% | +91.1% | +27.8% |
| 1Y | +20.1% | -47.1% | +67.2% | +19.3% |
| 3Y | +16.4% | +0.8% | +15.6% | +6.6% |
| 5Y | +31.7% | -71.7% | +103.4% | +15.6% |
| All | +52.8% | -61.3% | +114.1% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling