+366.8%
CSCO vs CME
+282.5%
+84.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -0.5% | -2.9% | +2.4% | +0.3% |
| 30D | -10.1% | +5.5% | -15.6% | -11.7% |
| 3M | -11.7% | +11.0% | -22.7% | -15.0% |
| 6M | +40.1% | -9.7% | +49.8% | +43.8% |
| YTD | +43.8% | +4.9% | +38.9% | +39.9% |
| 1Y | +66.6% | +10.1% | +56.5% | +59.0% |
| 3Y | +108.5% | +53.5% | +55.0% | +72.8% |
| 5Y | +114.0% | +77.2% | +36.8% | +65.0% |
| 10Y | +366.8% | +282.1% | +84.7% | +188.0% |
| All | +366.8% | +282.5% | +84.4% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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