+376.2%
CSCO vs EAT
+385.7%
-9.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +0.4% |
| 7D | -0.5% | -4.9% | +4.4% | +0.2% |
| 30D | -10.1% | -1.2% | -8.9% | -10.0% |
| 3M | -11.7% | +52.2% | -64.0% | -17.0% |
| 6M | +40.1% | +65.0% | -24.9% | +29.6% |
| YTD | +43.8% | +55.0% | -11.2% | +33.9% |
| 1Y | +66.6% | +42.1% | +24.5% | +56.3% |
| 3Y | +108.5% | +614.7% | -506.2% | +51.7% |
| 5Y | +114.0% | +322.7% | -208.8% | +62.1% |
| All | +376.2% | +385.7% | -9.5% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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