+301.0%
CSCO vs CME
+322.0%
-21.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -20.1% | +13.2% | -33.2% | -23.2% |
| 3M | -22.1% | +16.3% | -38.3% | -25.8% |
| 6M | +3.2% | +7.1% | -3.9% | +0.3% |
| YTD | +24.1% | +15.8% | +8.3% | +16.9% |
| 1Y | +34.6% | +17.1% | +17.5% | +26.1% |
| 3Y | +90.0% | +63.2% | +26.8% | +54.8% |
| 5Y | +88.6% | +70.2% | +18.4% | +49.0% |
| All | +301.0% | +322.0% | -21.0% | +149.3% |
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