+660.5%
CSCO vs XME
+170.7%
+489.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.7% | -5.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -15.8% | -6.1% | -9.7% | -13.9% |
| 3M | -15.4% | -18.6% | +3.2% | -9.2% |
| 6M | -5.4% | -23.9% | +18.5% | +3.5% |
| YTD | +26.5% | -9.3% | +35.8% | +28.9% |
| 1Y | +25.9% | +1.8% | +24.1% | +22.8% |
| 3Y | +97.5% | +93.0% | +4.5% | +48.7% |
| 5Y | +93.0% | +107.0% | -14.0% | +36.8% |
| 10Y | +308.6% | +266.9% | +41.7% | +117.1% |
| All | +660.5% | +170.7% | +489.8% | +255.5% |
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 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