+113.3%
CSCO vs CME
+78.2%
+35.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -10.1% | +6.2% | -16.4% | -10.9% |
| 3M | -15.7% | +10.4% | -26.1% | -16.9% |
| 6M | +36.3% | -9.5% | +45.8% | +39.2% |
| YTD | +43.8% | +6.0% | +37.8% | +41.9% |
| 1Y | +63.9% | +9.3% | +54.7% | +60.4% |
| 3Y | +104.4% | +57.7% | +46.7% | +77.7% |
| All | +113.3% | +78.2% | +35.1% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling