+8,027.0%
CSCO vs EME
+53,750.8%
-45,723.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +6.6% | +11.3% | -4.8% | +3.0% |
| 30D | -11.3% | -14.6% | +3.2% | -7.1% |
| 3M | -17.3% | -20.4% | +3.1% | -11.6% |
| 6M | +3.5% | -28.3% | +31.8% | +13.3% |
| YTD | +34.9% | +8.6% | +26.3% | +29.0% |
| 1Y | +40.5% | +3.2% | +37.2% | +36.2% |
| 3Y | +109.3% | +216.8% | -107.5% | +35.4% |
| 5Y | +105.9% | +417.5% | -311.6% | +11.6% |
| 10Y | +335.8% | +922.2% | -586.4% | +80.7% |
| All | +8,027.0% | +53,750.8% | -45,723.9% | +1,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling