+108.1%
CSCO vs CME
+56.2%
+51.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.7% | -1.6% | +0.9% | -0.8% |
| 30D | -10.1% | +6.2% | -16.4% | -9.8% |
| 3M | -15.7% | +10.4% | -26.1% | -15.1% |
| 6M | +36.3% | -9.5% | +45.8% | +37.5% |
| YTD | +43.8% | +6.0% | +37.8% | +44.7% |
| 1Y | +63.9% | +9.3% | +54.7% | +64.7% |
| All | +108.1% | +56.2% | +51.9% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling