+220,352.3%
CSCO vs EOG
+7,793.6%
+212,558.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | -0.7% | +1.3% | -1.9% | -0.9% |
| 30D | -10.1% | +8.2% | -18.3% | -11.6% |
| 3M | -15.7% | +3.8% | -19.5% | -16.6% |
| 6M | +36.3% | +15.3% | +21.0% | +31.7% |
| YTD | +43.8% | +41.7% | +2.1% | +33.0% |
| 1Y | +63.9% | +23.6% | +40.4% | +55.6% |
| 3Y | +104.4% | +23.3% | +81.1% | +92.2% |
| 5Y | +111.4% | +170.4% | -59.1% | +64.4% |
| 10Y | +361.7% | +125.5% | +236.2% | +243.0% |
| All | +220,352.3% | +7,793.6% | +212,558.6% | +103,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling