+69.1%
CSCO vs EOSE
-42.0%
+111.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.3% |
| 3M | -7.6% | -36.3% | +28.7% | -6.2% |
| 6M | +44.9% | -38.8% | +83.7% | +47.0% |
| YTD | +47.7% | -65.5% | +113.2% | +51.7% |
| 1Y | +69.1% | -45.3% | +114.4% | +69.8% |
| All | +69.1% | -42.0% | +111.1% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling