-60.4%
EOSE vs CAPR
+109.6%
-170.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | +0.1% | -3.7% |
| 7D | +14.0% | -10.6% | +24.6% | +14.5% |
| 30D | -5.9% | +111.2% | -117.1% | -9.8% |
| 3M | -34.3% | -67.2% | +33.0% | -33.0% |
| 6M | -37.8% | -75.1% | +37.4% | -35.8% |
| YTD | -65.2% | -71.2% | +6.1% | -64.4% |
| 1Y | -41.9% | +31.1% | -73.0% | -51.4% |
| 3Y | +44.6% | +31.3% | +13.2% | -7.8% |
| 5Y | -69.2% | +69.4% | -138.6% | -83.4% |
| All | -60.4% | +109.6% | -170.0% | -82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling