+38.7%
CSCO vs EAT
+88.8%
-50.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.1% |
| 7D | -4.7% | -5.9% | +1.2% | -4.0% |
| 30D | -17.1% | +0.7% | -17.8% | -17.1% |
| 3M | -19.6% | -14.2% | -5.4% | -18.2% |
| 6M | +2.4% | +40.7% | -38.3% | -2.6% |
| YTD | +29.8% | +36.0% | -6.2% | +23.2% |
| 1Y | +38.7% | +83.1% | -44.4% | +27.0% |
| All | +38.7% | +88.8% | -50.1% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling