-9.4%
EOSE vs CAI
-11.0%
+1.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -3.0% |
| 7D | +15.0% | -3.1% | +18.1% | +15.5% |
| 30D | +2.5% | +2.7% | -0.2% | +2.1% |
| 3M | -33.7% | +41.7% | -75.4% | -37.3% |
| 6M | -32.7% | +26.5% | -59.2% | -36.6% |
| YTD | -63.8% | -10.9% | -52.9% | -63.4% |
| 1Y | -40.5% | -29.2% | -11.3% | -39.2% |
| All | -9.4% | -11.0% | +1.6% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling