-61.5%
EOSE vs CAPR
+137.4%
-198.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +10.8% |
| 7D | +19.0% | -2.0% | +21.0% | +19.1% |
| 30D | +1.6% | +139.2% | -137.6% | -3.1% |
| 3M | -52.0% | -66.4% | +14.4% | -51.1% |
| 6M | -42.5% | -63.1% | +20.6% | -41.8% |
| YTD | -66.1% | -67.4% | +1.3% | -65.6% |
| 1Y | -47.1% | +58.2% | -105.4% | -56.5% |
| 3Y | +0.8% | +42.2% | -41.4% | -35.3% |
| 5Y | -71.7% | +87.3% | -158.9% | -84.7% |
| All | -61.5% | +137.4% | -198.8% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling