-67.4%
EOSE vs CASY
+290.4%
-357.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.0% | +13.8% | +11.9% |
| 7D | +41.4% | -4.4% | +45.8% | +43.3% |
| 30D | +3.6% | -12.0% | +15.7% | +7.9% |
| 3M | -35.7% | -2.3% | -33.4% | -37.7% |
| 6M | -29.9% | +10.5% | -40.4% | -36.4% |
| YTD | -62.5% | +33.0% | -95.5% | -69.3% |
| 1Y | -37.4% | +41.1% | -78.5% | -50.5% |
| 3Y | +55.8% | +207.5% | -151.7% | -23.9% |
| All | -67.4% | +290.4% | -357.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling