-84.8%
EOSE vs CAI
+12.6%
-97.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.1% | +11.5% | +12.4% |
| 7D | +9.7% | -6.3% | +16.0% | +11.2% |
| 30D | -34.6% | +9.3% | -43.9% | -35.3% |
| 3M | -50.8% | +106.3% | -157.1% | -56.5% |
| 6M | -66.5% | +77.7% | -144.2% | -70.6% |
| YTD | -81.3% | +23.1% | -104.5% | -81.7% |
| 1Y | -84.8% | +6.5% | -91.4% | -84.7% |
| All | -84.8% | +12.6% | -97.4% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling