-60.8%
EOSE vs CASY
+274.4%
-335.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | +1.8% | -18.6% | +20.4% | +7.9% |
| 30D | -6.8% | -26.6% | +19.8% | +1.7% |
| 3M | -36.3% | -32.8% | -3.5% | -28.8% |
| 6M | -38.8% | -10.0% | -28.7% | -39.9% |
| YTD | -65.5% | +11.6% | -77.2% | -69.3% |
| 1Y | -45.3% | +11.5% | -56.8% | -51.4% |
| 3Y | +44.2% | +160.7% | -116.5% | -12.7% |
| 5Y | -69.5% | +232.4% | -301.9% | -82.7% |
| All | -60.8% | +274.4% | -335.2% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling