+91.5%
CSCO vs XLE
+169.4%
-77.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.2% | -6.5% |
| 7D | +1.9% | +5.4% | -3.5% | +0.4% |
| 30D | -15.8% | -3.9% | -11.9% | -15.0% |
| 3M | -15.4% | +7.0% | -22.4% | -17.1% |
| 6M | -5.4% | +14.2% | -19.6% | -9.1% |
| YTD | +26.5% | +48.2% | -21.7% | +12.5% |
| 1Y | +25.9% | +47.7% | -21.8% | +12.0% |
| 3Y | +97.5% | +70.0% | +27.5% | +68.1% |
| All | +91.5% | +169.4% | -77.9% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling