+379.9%
CSCO vs EME
+1,362.1%
-982.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.3% | 0.0% | +3.0% |
| 7D | +2.7% | +3.5% | -0.8% | +1.6% |
| 30D | -9.5% | -6.3% | -3.2% | -7.8% |
| 3M | -7.6% | -3.8% | -3.9% | -7.3% |
| 6M | +44.9% | +8.5% | +36.4% | +39.4% |
| YTD | +47.7% | +27.8% | +19.9% | +34.7% |
| 1Y | +69.1% | +22.2% | +46.9% | +53.9% |
| 3Y | +113.5% | +253.5% | -139.9% | +28.2% |
| 5Y | +122.8% | +578.6% | -455.9% | +1.4% |
| All | +379.9% | +1,362.1% | -982.2% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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