-45.3%
CAG vs EOSE
-60.2%
+14.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.1% | -2.7% |
| 7D | -5.9% | +14.0% | -19.9% | -5.8% |
| 30D | -1.5% | -5.9% | +4.4% | -1.5% |
| 3M | +11.5% | -34.3% | +45.7% | +11.2% |
| 6M | -15.7% | -37.8% | +22.1% | -15.9% |
| YTD | -10.2% | -65.2% | +55.0% | -10.5% |
| 1Y | -18.1% | -41.9% | +23.9% | -18.4% |
| 3Y | -39.4% | +44.6% | -84.0% | -40.4% |
| 5Y | -42.6% | -69.2% | +26.6% | -45.8% |
| All | -45.3% | -60.2% | +14.9% | -49.8% |
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