+77.2%
CARR vs EOSE
-60.6%
+137.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.5% |
| 7D | -3.8% | +1.8% | -5.6% | -3.9% |
| 30D | -8.9% | -6.8% | -2.1% | -8.8% |
| 3M | -17.3% | -36.3% | +19.0% | -15.8% |
| 6M | -1.4% | -38.8% | +37.4% | -0.4% |
| YTD | +10.0% | -65.5% | +75.5% | +13.2% |
| 1Y | -6.4% | -45.3% | +38.9% | -7.0% |
| 3Y | +1.5% | +44.2% | -42.6% | -10.5% |
| 5Y | +9.3% | -69.5% | +78.8% | -8.2% |
| All | +77.2% | -60.6% | +137.8% | +62.4% |
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