-69.6%
EOSE vs CNI
+12.6%
-82.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | +1.8% | -0.4% | +2.2% | +2.2% |
| 30D | -6.8% | -2.7% | -4.1% | -3.9% |
| 3M | -36.3% | +3.9% | -40.2% | -39.9% |
| 6M | -38.8% | +16.4% | -55.1% | -48.9% |
| YTD | -65.5% | +25.8% | -91.3% | -74.4% |
| 1Y | -45.3% | +32.4% | -77.7% | -61.7% |
| 3Y | +44.2% | +19.1% | +25.1% | +9.1% |
| All | -69.6% | +12.6% | -82.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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