+53.4%
EOSE vs CASY
+159.8%
-106.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -1.0% | -8.0% | -8.9% |
| 7D | -3.7% | +2.5% | -6.2% | -4.0% |
| 30D | -22.0% | +10.2% | -32.2% | -23.3% |
| 3M | -57.3% | -15.7% | -41.6% | -55.8% |
| 6M | -77.7% | -18.4% | -59.3% | -76.7% |
| YTD | -84.2% | +28.3% | -112.5% | -86.4% |
| 1Y | -89.5% | +32.6% | -122.1% | -91.1% |
| All | +53.4% | +159.8% | -106.4% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling