-82.0%
EOSE vs CAPR
+158.6%
-240.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -8.7% | -0.3% | -8.6% |
| 7D | -3.7% | +19.1% | -22.8% | -4.5% |
| 30D | -22.0% | +48.8% | -70.8% | -23.3% |
| 3M | -57.3% | +144.4% | -201.7% | -59.4% |
| 6M | -77.7% | -67.5% | -10.1% | -77.2% |
| YTD | -84.2% | -64.5% | -19.7% | -84.0% |
| 1Y | -89.5% | +74.4% | -164.0% | -91.3% |
| 3Y | +41.4% | +265.7% | -224.3% | -22.0% |
| 5Y | -83.0% | +196.0% | -279.0% | -91.3% |
| All | -82.0% | +158.6% | -240.6% | -92.0% |
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