+113.3%
CSCO vs XLC
+38.0%
+75.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -0.7% | -0.8% | +0.2% | -0.3% |
| 30D | -10.1% | +1.0% | -11.2% | -10.8% |
| 3M | -15.7% | -0.7% | -15.0% | -15.7% |
| 6M | +36.3% | -5.1% | +41.4% | +39.3% |
| YTD | +43.8% | -4.3% | +48.1% | +46.4% |
| 1Y | +63.9% | -0.6% | +64.5% | +63.2% |
| 3Y | +104.4% | +72.7% | +31.7% | +52.0% |
| All | +113.3% | +38.0% | +75.3% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling