+379.9%
CSCO vs EOG
+121.1%
+258.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | +1.5% | +1.2% | +2.4% |
| 30D | -9.5% | +2.9% | -12.4% | -10.1% |
| 3M | -7.6% | +8.7% | -16.4% | -9.6% |
| 6M | +44.9% | +12.9% | +32.0% | +40.4% |
| YTD | +47.7% | +43.8% | +3.9% | +35.5% |
| 1Y | +69.1% | +27.1% | +42.0% | +59.1% |
| 3Y | +113.5% | +25.9% | +87.6% | +99.2% |
| 5Y | +122.8% | +177.9% | -55.2% | +67.7% |
| All | +379.9% | +121.1% | +258.9% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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