-20.0%
CPNG vs EOSE
+42.6%
-62.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.1% |
| 7D | -1.1% | +1.8% | -2.9% | -1.3% |
| 30D | -7.4% | -6.8% | -0.5% | -7.2% |
| 3M | -12.3% | -36.3% | +23.9% | -10.4% |
| 6M | -19.4% | -38.8% | +19.3% | -18.4% |
| YTD | -35.9% | -65.5% | +29.6% | -33.3% |
| 1Y | -53.4% | -45.3% | -8.1% | -53.9% |
| 3Y | -20.0% | +44.2% | -64.2% | -32.9% |
| All | -20.0% | +42.6% | -62.6% | -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 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