+626.2%
CSCO vs XLB
+822.6%
-196.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | -0.7% | -1.4% | +0.7% | +0.2% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -15.7% | +2.0% | -17.7% | -17.1% |
| 6M | +36.3% | +1.8% | +34.4% | +33.7% |
| YTD | +43.8% | +16.6% | +27.2% | +28.6% |
| 1Y | +63.9% | +16.9% | +47.0% | +45.8% |
| 3Y | +104.4% | +32.6% | +71.8% | +65.6% |
| 5Y | +111.4% | +35.6% | +75.7% | +66.3% |
| 10Y | +361.7% | +160.0% | +201.6% | +130.3% |
| All | +626.2% | +822.6% | -196.4% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling