-69.3%
CPNG vs EOSE
-77.6%
+8.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | -7.4% | -6.8% | -0.5% | -7.1% |
| 3M | -12.3% | -36.3% | +23.9% | -9.4% |
| 6M | -19.4% | -38.8% | +19.3% | -17.9% |
| YTD | -35.9% | -65.5% | +29.6% | -32.2% |
| 1Y | -53.4% | -45.3% | -8.1% | -54.2% |
| 3Y | -20.0% | +44.2% | -64.2% | -36.6% |
| 5Y | -49.6% | -69.5% | +19.9% | -57.5% |
| All | -69.3% | -77.6% | +8.3% | -76.6% |
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 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