-61.5%
EOSE vs CASY
+360.0%
-421.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.2% | +11.0% |
| 7D | +19.0% | +0.1% | +18.9% | +18.8% |
| 30D | +1.6% | -11.3% | +12.9% | +5.1% |
| 3M | -52.0% | -0.6% | -51.3% | -53.3% |
| 6M | -42.5% | +10.7% | -53.2% | -46.7% |
| YTD | -66.1% | +37.1% | -103.3% | -71.5% |
| 1Y | -47.1% | +52.3% | -99.4% | -57.7% |
| 3Y | +0.8% | +215.2% | -214.4% | -41.8% |
| 5Y | -71.7% | +276.5% | -348.2% | -84.9% |
| All | -61.5% | +360.0% | -421.4% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling