+11.7%
CMI vs EOSE
-85.5%
+97.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.6% | -18.4% | -7.0% |
| 7D | -11.2% | +9.7% | -21.0% | -12.2% |
| 30D | -9.8% | -34.6% | +24.7% | -6.1% |
| 3M | -25.5% | -50.8% | +25.3% | -20.4% |
| 6M | -27.7% | -66.5% | +38.8% | -20.2% |
| YTD | -6.6% | -81.3% | +74.7% | +7.0% |
| 1Y | +11.7% | -84.8% | +96.5% | +30.0% |
| All | +11.7% | -85.5% | +97.1% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling