+765.0%
CSCO vs XME
+242.3%
+522.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -10.1% | +6.0% | -16.1% | -12.1% |
| 3M | -15.7% | -7.7% | -8.0% | -13.6% |
| 6M | +36.3% | +1.0% | +35.3% | +34.3% |
| YTD | +43.8% | +14.6% | +29.2% | +35.0% |
| 1Y | +63.9% | +46.0% | +18.0% | +39.6% |
| 3Y | +104.4% | +127.0% | -22.7% | +45.3% |
| 5Y | +111.4% | +175.8% | -64.5% | +34.7% |
| 10Y | +361.7% | +414.6% | -53.0% | +116.4% |
| All | +765.0% | +242.3% | +522.7% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling