+113.4%
CSCO vs EME
+540.8%
-427.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -10.8% | -8.4% | -2.4% | -9.0% |
| 3M | -9.2% | -3.6% | -5.6% | -8.9% |
| 6M | +39.5% | +3.6% | +36.0% | +37.3% |
| YTD | +41.5% | +22.5% | +19.0% | +33.9% |
| 1Y | +61.0% | +18.2% | +42.8% | +51.3% |
| 3Y | +105.2% | +238.4% | -133.2% | +40.1% |
| 5Y | +113.4% | +550.5% | -437.1% | +9.9% |
| All | +113.4% | +540.8% | -427.4% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling