-81.3%
EOSE vs CAPR
+220.6%
-301.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +26.5% | -12.1% | +13.2% |
| 7D | -7.0% | +25.8% | -32.8% | -7.9% |
| 30D | -16.7% | +50.2% | -66.9% | -18.2% |
| 3M | -53.1% | +185.5% | -238.6% | -55.5% |
| 6M | -76.8% | -64.8% | -12.0% | -76.5% |
| YTD | -82.6% | -61.1% | -21.5% | -82.5% |
| 1Y | -89.3% | +81.0% | -170.2% | -91.0% |
| 3Y | +55.5% | +300.7% | -245.2% | -20.3% |
| All | -81.3% | +220.6% | -301.9% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling