+257.6%
CSCO vs EOSE
-57.1%
+314.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -0.5% |
| 7D | -0.5% | +41.4% | -42.0% | -2.1% |
| 30D | -10.1% | +3.6% | -13.7% | -10.4% |
| 3M | -11.7% | -35.7% | +24.0% | -10.6% |
| 6M | +40.1% | -29.9% | +70.0% | +40.6% |
| YTD | +43.8% | -62.5% | +106.3% | +46.8% |
| 1Y | +66.6% | -37.4% | +104.0% | +65.3% |
| 3Y | +108.5% | +55.8% | +52.7% | +91.4% |
| 5Y | +114.0% | -67.8% | +181.8% | +84.6% |
| All | +257.6% | -57.1% | +314.7% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling