+51.5%
EOSE vs CAPR
+36.9%
+14.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.6% | +1.1% | -3.4% |
| 7D | +15.0% | -12.6% | +27.6% | +15.4% |
| 30D | +2.5% | +124.4% | -121.9% | -0.3% |
| 3M | -33.7% | -66.8% | +33.1% | -32.9% |
| 6M | -32.7% | -71.8% | +39.1% | -31.6% |
| YTD | -63.8% | -70.1% | +6.3% | -63.3% |
| 1Y | -40.5% | +33.3% | -73.9% | -46.4% |
| All | +51.5% | +36.9% | +14.5% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling