+90.0%
CSCO vs XLC
+60.5%
+29.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -10.2% | +4.9% | -15.1% | -12.1% |
| 30D | -20.1% | -5.8% | -14.2% | -17.9% |
| 3M | -22.1% | -5.4% | -16.6% | -20.3% |
| 6M | +3.2% | -10.2% | +13.4% | +8.3% |
| YTD | +24.1% | -10.2% | +34.3% | +30.1% |
| 1Y | +34.6% | -5.6% | +40.2% | +36.9% |
| 3Y | +90.0% | +61.0% | +29.0% | +47.6% |
| All | +90.0% | +60.5% | +29.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling