+185.3%
CSCO vs XLC
+135.2%
+50.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | -4.7% | +6.2% | -10.9% | -8.3% |
| 30D | -17.1% | -2.4% | -14.7% | -15.9% |
| 3M | -19.6% | -3.3% | -16.3% | -18.3% |
| 6M | +2.4% | -7.3% | +9.7% | +6.7% |
| YTD | +29.8% | -7.6% | +37.4% | +35.3% |
| 1Y | +38.7% | -3.7% | +42.4% | +40.4% |
| 3Y | +101.3% | +62.9% | +38.4% | +40.1% |
| 5Y | +94.8% | +41.6% | +53.2% | +49.3% |
| All | +185.3% | +135.2% | +50.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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