-60.8%
EOSE vs CNI
+37.0%
-97.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.8% |
| 7D | +1.8% | -0.4% | +2.2% | +2.2% |
| 30D | -6.8% | -2.7% | -4.1% | -4.1% |
| 3M | -36.3% | +3.9% | -40.2% | -39.6% |
| 6M | -38.8% | +16.4% | -55.1% | -48.1% |
| YTD | -65.5% | +25.8% | -91.3% | -73.6% |
| 1Y | -45.3% | +32.4% | -77.7% | -60.3% |
| 3Y | +44.2% | +19.1% | +25.1% | +13.8% |
| 5Y | -69.5% | +13.6% | -83.1% | -73.7% |
| All | -60.8% | +37.0% | -97.8% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling