+680.5%
CSCO vs XME
+179.0%
+501.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -17.1% | -9.2% | -7.9% | -14.2% |
| 3M | -19.6% | -17.8% | -1.9% | -14.0% |
| 6M | +2.4% | -20.0% | +22.4% | +10.0% |
| YTD | +29.8% | -6.6% | +36.4% | +30.8% |
| 1Y | +38.7% | +1.8% | +36.9% | +35.2% |
| 3Y | +101.3% | +98.7% | +2.6% | +50.0% |
| 5Y | +94.8% | +123.9% | -29.1% | +34.0% |
| 10Y | +324.2% | +277.9% | +46.3% | +123.0% |
| All | +680.5% | +179.0% | +501.5% | +260.9% |
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