+220,816.6%
CSCO vs EQT
+3,176.7%
+217,639.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.4% |
| 30D | -10.7% | +1.0% | -11.7% | -11.0% |
| 3M | -8.7% | +4.0% | -12.7% | -9.8% |
| 6M | +44.9% | -11.7% | +56.6% | +48.1% |
| YTD | +44.1% | +2.8% | +41.3% | +42.2% |
| 1Y | +65.9% | +10.0% | +55.9% | +60.7% |
| 3Y | +109.0% | +34.1% | +74.9% | +89.3% |
| 5Y | +114.8% | +195.3% | -80.5% | +53.0% |
| 10Y | +377.3% | +51.6% | +325.8% | +246.7% |
| All | +220,816.6% | +3,176.7% | +217,639.9% | +58,739.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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