-84.8%
EOSE vs CAPR
+47.4%
-132.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.3% | +4.4% | +12.5% |
| 7D | +9.7% | +43.2% | -33.4% | +9.1% |
| 30D | -34.6% | +14.7% | -49.2% | -34.7% |
| 3M | -50.8% | +113.9% | -164.7% | -51.4% |
| 6M | -66.5% | -73.4% | +6.9% | -66.1% |
| YTD | -81.3% | -69.1% | -12.2% | -81.2% |
| 1Y | -84.8% | +47.2% | -132.0% | -85.5% |
| All | -84.8% | +47.4% | -132.3% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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