+98.3%
CSCO vs EOG
+103.0%
-4.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | -17.1% | +2.9% | -20.0% | -17.6% |
| 3M | -19.6% | +7.2% | -26.9% | -20.7% |
| 6M | +2.4% | +18.2% | -15.8% | -0.8% |
| YTD | +29.8% | +48.9% | -19.1% | +20.2% |
| 1Y | +38.7% | +46.7% | -8.0% | +28.7% |
| 3Y | +101.3% | +37.4% | +63.9% | +87.6% |
| All | +98.3% | +103.0% | -4.7% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling