+65.9%
CSCO vs XLC
-2.2%
+68.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.3% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -10.7% | -0.9% | -9.8% | -10.6% |
| 3M | -8.7% | -0.3% | -8.4% | -8.8% |
| 6M | +44.9% | -5.2% | +50.1% | +47.4% |
| YTD | +44.1% | -5.3% | +49.4% | +46.0% |
| 1Y | +65.9% | -2.8% | +68.7% | +66.5% |
| All | +65.9% | -2.2% | +68.1% | +66.5% |
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