+104.7%
CSCO vs CME
+62.0%
+42.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.6% | +5.1% |
| 7D | -2.9% | -0.6% | -2.4% | -3.0% |
| 30D | -16.7% | +8.5% | -25.2% | -16.2% |
| 3M | -18.4% | +16.0% | -34.5% | -17.6% |
| 6M | +2.9% | +9.3% | -6.4% | +4.5% |
| YTD | +30.4% | +15.3% | +15.1% | +32.1% |
| 1Y | +41.4% | +14.4% | +27.0% | +43.3% |
| 3Y | +104.7% | +59.9% | +44.7% | +103.1% |
| All | +104.7% | +62.0% | +42.6% | +103.1% |
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