-43.5%
CAG vs EOSE
-70.0%
+26.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -5.7% | +1.8% | -7.5% | -5.7% |
| 30D | -2.4% | -6.8% | +4.4% | -2.4% |
| 3M | +9.8% | -36.3% | +46.1% | +9.6% |
| 6M | -10.8% | -38.8% | +27.9% | -11.0% |
| YTD | -10.8% | -65.5% | +54.7% | -11.0% |
| 1Y | -19.0% | -45.3% | +26.3% | -19.4% |
| 3Y | -39.7% | +44.2% | -83.8% | -41.5% |
| All | -43.5% | -70.0% | +26.5% | -46.2% |
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 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