-13.8%
EOSE vs CAI
-9.9%
-3.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.2% |
| 7D | +1.8% | -2.9% | +4.7% | +2.3% |
| 30D | -6.8% | +9.3% | -16.2% | -8.1% |
| 3M | -36.3% | +35.2% | -71.5% | -39.5% |
| 6M | -38.8% | +30.7% | -69.5% | -42.6% |
| YTD | -65.5% | -9.8% | -55.7% | -65.3% |
| 1Y | -45.3% | -28.9% | -16.4% | -44.1% |
| All | -13.8% | -9.9% | -3.9% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling