+198,812.9%
CSCO vs EAT
+10,168.0%
+188,644.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.3% |
| 7D | -4.7% | -5.9% | +1.2% | -3.5% |
| 30D | -17.1% | +0.7% | -17.8% | -17.5% |
| 3M | -19.6% | -14.2% | -5.4% | -17.7% |
| 6M | +2.4% | +40.7% | -38.3% | -5.7% |
| YTD | +29.8% | +36.0% | -6.2% | +19.2% |
| 1Y | +38.7% | +83.1% | -44.4% | +19.4% |
| 3Y | +101.3% | +474.8% | -373.5% | +30.5% |
| 5Y | +94.8% | +347.6% | -252.8% | +26.8% |
| 10Y | +324.2% | +321.5% | +2.7% | +133.6% |
| All | +198,812.9% | +10,168.0% | +188,644.9% | +33,525.8% |
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 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