+180.6%
CMI vs EOSE
-60.6%
+241.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -0.7% | +1.8% | -2.5% | -0.9% |
| 30D | -12.4% | -6.8% | -5.6% | -12.2% |
| 3M | -14.8% | -36.3% | +21.5% | -13.1% |
| 6M | +0.8% | -38.8% | +39.6% | +2.1% |
| YTD | +10.2% | -65.5% | +75.7% | +14.0% |
| 1Y | +37.4% | -45.3% | +82.7% | +38.0% |
| 3Y | +153.3% | +44.2% | +109.1% | +130.5% |
| 5Y | +167.6% | -69.5% | +237.1% | +131.3% |
| All | +180.6% | -60.6% | +241.2% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling