+626.2%
CSCO vs XLE
+1,022.5%
-396.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -0.7% | +2.2% | -2.9% | -1.6% |
| 30D | -10.1% | +11.8% | -21.9% | -14.3% |
| 3M | -15.7% | +9.8% | -25.5% | -19.2% |
| 6M | +36.3% | +15.6% | +20.7% | +27.4% |
| YTD | +43.8% | +45.3% | -1.4% | +21.9% |
| 1Y | +63.9% | +48.3% | +15.6% | +37.4% |
| 3Y | +104.4% | +55.4% | +48.9% | +65.7% |
| 5Y | +111.4% | +216.1% | -104.7% | +20.8% |
| 10Y | +361.7% | +178.4% | +183.3% | +158.8% |
| All | +626.2% | +1,022.5% | -396.3% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling