+89.3%
CSCO vs XLE
+55.1%
+34.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -10.2% | -12.0% | +1.8% | -6.5% |
| 30D | -20.1% | -2.7% | -17.3% | -19.5% |
| 3M | -22.4% | +6.6% | -28.9% | -24.2% |
| 6M | +2.8% | +9.5% | -6.7% | -0.8% |
| YTD | +23.6% | +40.6% | -16.9% | +8.3% |
| 1Y | +34.0% | +43.6% | -9.6% | +16.2% |
| 3Y | +89.3% | +58.1% | +31.2% | +59.3% |
| All | +89.3% | +55.1% | +34.2% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling