+216.1%
CSCO vs XLC
+142.6%
+73.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | -0.5% | +0.6% | -1.1% | -0.9% |
| 30D | -10.1% | +0.2% | -10.3% | -10.5% |
| 3M | -11.7% | +0.6% | -12.4% | -12.7% |
| 6M | +40.1% | -4.5% | +44.6% | +43.3% |
| YTD | +43.8% | -4.7% | +48.5% | +47.3% |
| 1Y | +66.6% | -1.7% | +68.3% | +66.7% |
| 3Y | +108.5% | +72.3% | +36.2% | +39.8% |
| 5Y | +114.0% | +37.8% | +76.2% | +69.2% |
| All | +216.1% | +142.6% | +73.5% | +38.2% |
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