+114.0%
CSCO vs XLB
+35.6%
+78.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -10.1% | -1.7% | -8.4% | -9.2% |
| 3M | -11.7% | +4.4% | -16.1% | -14.3% |
| 6M | +40.1% | +5.0% | +35.1% | +35.2% |
| YTD | +43.8% | +15.5% | +28.3% | +30.9% |
| 1Y | +66.6% | +14.9% | +51.7% | +51.8% |
| 3Y | +108.5% | +34.5% | +74.0% | +70.6% |
| 5Y | +114.0% | +36.5% | +77.4% | +68.5% |
| All | +114.0% | +35.6% | +78.3% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLB 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling