+101.3%
CSCO vs XME
+99.4%
+2.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.1% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -17.1% | -9.2% | -7.9% | -14.8% |
| 3M | -19.6% | -17.8% | -1.9% | -15.2% |
| 6M | +2.4% | -20.0% | +22.4% | +8.5% |
| YTD | +29.8% | -6.6% | +36.4% | +31.0% |
| 1Y | +38.7% | +1.8% | +36.9% | +36.3% |
| 3Y | +101.3% | +98.7% | +2.6% | +50.5% |
| All | +101.3% | +99.4% | +2.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling