+267.3%
CSCO vs EOSE
-60.6%
+327.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.4% |
| 7D | +2.7% | +1.8% | +0.9% | +2.6% |
| 30D | -9.5% | -6.8% | -2.6% | -9.4% |
| 3M | -7.6% | -36.3% | +28.7% | -6.4% |
| 6M | +44.9% | -38.8% | +83.7% | +46.3% |
| YTD | +47.7% | -65.5% | +113.2% | +51.3% |
| 1Y | +69.1% | -45.3% | +114.4% | +68.7% |
| 3Y | +113.5% | +44.2% | +69.4% | +96.7% |
| 5Y | +122.8% | -69.5% | +192.3% | +92.9% |
| All | +267.3% | -60.6% | +327.9% | +240.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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