+96.9%
CSCO vs EAT
+368.3%
-271.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.3% |
| 7D | -2.9% | -3.9% | +1.0% | -2.4% |
| 30D | -16.7% | +5.0% | -21.7% | -17.4% |
| 3M | -18.4% | -9.6% | -8.8% | -17.6% |
| 6M | +2.9% | +46.8% | -43.8% | -3.4% |
| YTD | +30.4% | +41.8% | -11.4% | +22.2% |
| 1Y | +41.4% | +98.3% | -56.9% | +25.8% |
| 3Y | +104.7% | +503.1% | -398.4% | +47.3% |
| 5Y | +96.9% | +356.7% | -259.7% | +43.8% |
| All | +96.9% | +368.3% | -271.4% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling