+220,352.3%
CSCO vs EAT
+12,013.2%
+208,339.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -10.1% | +1.9% | -12.0% | -10.6% |
| 3M | -15.7% | +68.7% | -84.3% | -24.6% |
| 6M | +36.3% | +66.9% | -30.6% | +21.2% |
| YTD | +43.8% | +60.4% | -16.6% | +28.5% |
| 1Y | +63.9% | +44.0% | +19.9% | +48.6% |
| 3Y | +104.4% | +604.7% | -500.3% | +27.4% |
| 5Y | +111.4% | +347.0% | -235.7% | +38.1% |
| 10Y | +361.7% | +390.8% | -29.1% | +147.8% |
| All | +220,352.3% | +12,013.2% | +208,339.0% | +36,157.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling