+110.7%
CSCO vs XLE
+69.3%
+41.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +6.6% | +4.4% | +2.2% | +5.1% |
| 30D | -11.3% | -4.3% | -7.1% | -10.2% |
| 3M | -17.3% | +6.0% | -23.4% | -19.1% |
| 6M | +3.5% | +13.2% | -9.7% | -1.1% |
| YTD | +34.9% | +46.7% | -11.9% | +16.5% |
| 1Y | +40.5% | +46.6% | -6.1% | +21.3% |
| All | +110.7% | +69.3% | +41.4% | +71.1% |
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