+55.8%
EOSE vs CASY
+209.8%
-154.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.0% | +13.8% | +11.4% |
| 7D | +41.4% | -4.4% | +45.8% | +42.4% |
| 30D | +3.6% | -12.0% | +15.7% | +6.0% |
| 3M | -35.7% | -2.3% | -33.4% | -37.2% |
| 6M | -29.9% | +10.5% | -40.4% | -34.6% |
| YTD | -62.5% | +33.0% | -95.5% | -67.4% |
| 1Y | -37.4% | +41.1% | -78.5% | -47.0% |
| 3Y | +55.8% | +207.5% | -151.7% | +16.3% |
| All | +55.8% | +209.8% | -154.0% | +16.3% |
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