+65.9%
CSCO vs EOG
+28.5%
+37.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | -10.7% | +3.4% | -14.1% | -10.8% |
| 3M | -8.7% | +7.8% | -16.6% | -8.8% |
| 6M | +44.9% | +13.4% | +31.6% | +44.7% |
| YTD | +44.1% | +43.5% | +0.6% | +44.4% |
| 1Y | +65.9% | +29.7% | +36.2% | +68.4% |
| All | +65.9% | +28.5% | +37.4% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling