+306.4%
CSCO vs XLE
+169.9%
+136.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -10.2% | -12.0% | +1.8% | -6.1% |
| 30D | -20.1% | -2.7% | -17.3% | -19.4% |
| 3M | -22.1% | +6.6% | -28.6% | -24.0% |
| 6M | +3.2% | +9.5% | -6.3% | -0.6% |
| YTD | +24.1% | +40.6% | -16.5% | +8.8% |
| 1Y | +34.6% | +43.6% | -9.0% | +16.9% |
| 3Y | +90.0% | +58.1% | +31.9% | +57.9% |
| 5Y | +88.6% | +152.2% | -63.6% | +26.7% |
| All | +306.4% | +169.9% | +136.5% | +160.6% |
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