+104.6%
CSCO vs EOSE
+44.0%
+60.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.7% |
| 7D | -1.1% | +14.0% | -15.1% | -1.6% |
| 30D | -10.8% | -5.9% | -4.9% | -10.7% |
| 3M | -9.2% | -34.3% | +25.0% | -8.3% |
| 6M | +39.5% | -37.8% | +77.3% | +40.7% |
| YTD | +41.5% | -65.2% | +106.7% | +44.4% |
| 1Y | +61.0% | -41.9% | +102.9% | +60.6% |
| All | +104.6% | +44.0% | +60.6% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling