+366.8%
CSCO vs XLB
+159.0%
+207.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.4% |
| 30D | -10.1% | -1.7% | -8.4% | -9.1% |
| 3M | -11.7% | +4.4% | -16.1% | -14.7% |
| 6M | +40.1% | +5.0% | +35.1% | +34.3% |
| YTD | +43.8% | +15.5% | +28.3% | +28.7% |
| 1Y | +66.6% | +14.9% | +51.7% | +49.1% |
| 3Y | +108.5% | +34.5% | +74.0% | +64.7% |
| 5Y | +114.0% | +36.5% | +77.4% | +64.2% |
| 10Y | +366.8% | +159.6% | +207.2% | +116.5% |
| All | +366.8% | +159.0% | +207.9% | +116.5% |
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