+114.0%
CSCO vs EOG
+169.6%
-55.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | -2.0% | +1.5% | -0.2% |
| 30D | -10.1% | +7.9% | -18.0% | -11.2% |
| 3M | -11.7% | +4.5% | -16.2% | -12.6% |
| 6M | +40.1% | +12.3% | +27.8% | +36.9% |
| YTD | +43.8% | +41.9% | +1.9% | +34.8% |
| 1Y | +66.6% | +27.8% | +38.8% | +58.9% |
| 3Y | +108.5% | +21.8% | +86.7% | +98.5% |
| 5Y | +114.0% | +174.0% | -60.0% | +78.0% |
| All | +114.0% | +169.6% | -55.6% | +78.0% |
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