-45.3%
EOSE vs CAPR
+37.0%
-82.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | +1.8% | -11.0% | +12.8% | +1.9% |
| 30D | -6.8% | +99.8% | -106.6% | -7.9% |
| 3M | -36.3% | -66.6% | +30.3% | -35.8% |
| 6M | -38.8% | -75.1% | +36.3% | -38.0% |
| YTD | -65.5% | -71.0% | +5.5% | -65.2% |
| 1Y | -45.3% | +30.0% | -75.3% | -44.4% |
| All | -45.3% | +37.0% | -82.3% | -44.4% |
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