+165.0%
CMI vs EOSE
-70.0%
+235.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.9% |
| 6M | +0.8% | -38.8% | +39.6% | +2.3% |
| YTD | +10.2% | -65.5% | +75.7% | +14.5% |
| 1Y | +37.4% | -45.3% | +82.7% | +37.9% |
| 3Y | +153.3% | +44.2% | +109.1% | +126.7% |
| All | +165.0% | -70.0% | +235.0% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling