+25.9%
CSCO vs XLC
-2.4%
+28.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.4% |
| 7D | +1.9% | +3.7% | -1.8% | +1.2% |
| 30D | -15.8% | -1.9% | -13.9% | -15.8% |
| 3M | -15.4% | -3.1% | -12.3% | -15.2% |
| 6M | -5.4% | -6.4% | +1.0% | -3.4% |
| YTD | +26.5% | -6.8% | +33.3% | +29.5% |
| 1Y | +25.9% | -1.7% | +27.6% | +24.2% |
| All | +25.9% | -2.4% | +28.3% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling