-75.4%
EOSE vs CAPR
-64.5%
-11.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +26.5% | -12.1% | +13.0% |
| 7D | -7.0% | +25.8% | -32.8% | -8.1% |
| 30D | -16.7% | +50.2% | -66.9% | -18.2% |
| 3M | -53.1% | +185.5% | -238.6% | -51.7% |
| All | -75.4% | -64.5% | -11.0% | -72.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling