+63.9%
CSCO vs XME
+43.0%
+21.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -10.7% | +1.4% | -12.1% | -11.0% |
| 3M | -8.7% | +2.7% | -11.5% | -9.7% |
| 6M | +44.9% | +6.5% | +38.4% | +42.2% |
| YTD | +44.1% | +15.2% | +28.9% | +41.9% |
| All | +63.9% | +43.0% | +21.0% | +51.7% |
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