-81.0%
EOSE vs CAPR
+140.7%
-221.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.9% | +12.5% | +5.9% |
| 7D | +9.8% | +5.9% | +3.9% | +9.5% |
| 30D | -2.1% | +44.6% | -46.7% | -3.6% |
| 3M | -54.1% | +126.4% | -180.5% | -56.2% |
| 6M | -76.9% | -68.6% | -8.4% | -76.5% |
| YTD | -83.3% | -67.0% | -16.4% | -83.1% |
| 1Y | -87.4% | +65.2% | -152.6% | -89.6% |
| 3Y | +61.9% | +235.6% | -173.7% | -10.2% |
| 5Y | -82.1% | +175.4% | -257.5% | -90.7% |
| All | -81.0% | +140.7% | -221.7% | -91.6% |
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