+66.6%
CSCO vs XLE
+52.4%
+14.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -10.1% | +12.6% | -22.7% | -11.7% |
| 3M | -11.7% | +11.8% | -23.6% | -13.0% |
| 6M | +40.1% | +16.1% | +24.0% | +36.9% |
| YTD | +43.8% | +46.9% | -3.1% | +39.2% |
| 1Y | +66.6% | +53.3% | +13.4% | +60.6% |
| All | +66.6% | +52.4% | +14.2% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling