+45.9%
CSCO vs XME
+5.2%
+40.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -6.1% | -5.5% | -0.6% | -4.6% |
| 30D | -8.2% | -11.1% | +3.0% | -5.2% |
| 3M | -14.6% | -11.1% | -3.4% | -12.0% |
| 6M | +12.7% | -18.0% | +30.7% | +18.3% |
| YTD | +37.0% | -7.4% | +44.4% | +42.4% |
| 1Y | +45.9% | +6.7% | +39.2% | +48.9% |
| All | +45.9% | +5.2% | +40.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling