+321.5%
CSCO vs XLB
+173.6%
+147.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +3.8% |
| 7D | -2.9% | -1.4% | -1.6% | -1.9% |
| 30D | -16.7% | +7.1% | -23.8% | -20.6% |
| 3M | -18.4% | +0.6% | -19.1% | -19.0% |
| 6M | +2.9% | +3.5% | -0.5% | -0.2% |
| YTD | +30.4% | +18.2% | +12.2% | +14.7% |
| 1Y | +41.4% | +25.6% | +15.8% | +18.8% |
| 3Y | +104.7% | +46.7% | +58.0% | +51.8% |
| 5Y | +96.9% | +30.9% | +66.0% | +56.4% |
| 10Y | +321.5% | +167.7% | +153.7% | +98.5% |
| All | +321.5% | +173.6% | +147.9% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling