+220,352.3%
CSCO vs XEL
+2,078.7%
+218,273.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -10.1% | -1.9% | -8.2% | -9.7% |
| 3M | -15.7% | -1.9% | -13.8% | -15.4% |
| 6M | +36.3% | -7.4% | +43.7% | +38.7% |
| YTD | +43.8% | +4.1% | +39.8% | +41.4% |
| 1Y | +63.9% | +8.0% | +55.9% | +59.1% |
| 3Y | +104.4% | +48.4% | +56.0% | +79.0% |
| 5Y | +111.4% | +27.2% | +84.1% | +92.5% |
| 10Y | +361.7% | +146.8% | +214.9% | +249.2% |
| All | +220,352.3% | +2,078.7% | +218,273.6% | +81,946.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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