+114.0%
CSCO vs XME
+179.6%
-65.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -0.5% | +3.6% | -4.1% | -1.5% |
| 30D | -10.1% | +3.6% | -13.7% | -11.1% |
| 3M | -11.7% | +1.2% | -13.0% | -12.3% |
| 6M | +40.1% | +9.0% | +31.0% | +35.7% |
| YTD | +43.8% | +15.9% | +27.9% | +36.7% |
| 1Y | +66.6% | +43.2% | +23.4% | +47.9% |
| 3Y | +108.5% | +137.4% | -28.9% | +56.7% |
| 5Y | +114.0% | +185.0% | -71.1% | +51.3% |
| All | +114.0% | +179.6% | -65.7% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling