+177.2%
CMI vs EOSE
-60.2%
+237.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.6% |
| 7D | +0.8% | +14.0% | -13.2% | 0.0% |
| 30D | -12.8% | -5.9% | -6.9% | -12.7% |
| 3M | -12.4% | -34.3% | +21.8% | -10.9% |
| 6M | -0.9% | -37.8% | +36.9% | +0.3% |
| YTD | +8.9% | -65.2% | +74.0% | +12.6% |
| 1Y | +37.7% | -41.9% | +79.6% | +37.8% |
| 3Y | +148.9% | +44.6% | +104.3% | +126.5% |
| 5Y | +164.4% | -69.2% | +233.6% | +128.3% |
| All | +177.2% | -60.2% | +237.4% | +135.2% |
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