+324.2%
CSCO vs XLE
+165.3%
+159.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -4.7% | -6.7% | +2.0% | -2.3% |
| 30D | -17.1% | -4.4% | -12.7% | -15.9% |
| 3M | -19.6% | +4.0% | -23.6% | -20.9% |
| 6M | +2.4% | +13.2% | -10.7% | -2.5% |
| YTD | +29.8% | +41.9% | -12.1% | +13.4% |
| 1Y | +38.7% | +41.6% | -3.0% | +21.1% |
| 3Y | +101.3% | +64.0% | +37.4% | +65.2% |
| 5Y | +94.8% | +158.1% | -63.3% | +29.8% |
| 10Y | +324.2% | +163.9% | +160.3% | +172.2% |
| All | +324.2% | +165.3% | +159.0% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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