-39.7%
CCI vs EOSE
-60.2%
+20.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -1.6% |
| 7D | -4.4% | +14.0% | -18.4% | -4.8% |
| 30D | +0.3% | -5.9% | +6.2% | +0.3% |
| 3M | -20.0% | -34.3% | +14.3% | -19.3% |
| 6M | -14.5% | -37.8% | +23.2% | -14.2% |
| YTD | -14.9% | -65.2% | +50.3% | -13.5% |
| 1Y | -17.7% | -41.9% | +24.3% | -18.3% |
| 3Y | -12.4% | +44.6% | -56.9% | -19.6% |
| 5Y | -50.1% | -69.2% | +19.1% | -55.9% |
| All | -39.7% | -60.2% | +20.5% | -47.7% |
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