+25.9%
CSCO vs XLF
+11.3%
+14.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.7% |
| 30D | -15.8% | +7.6% | -23.5% | -18.2% |
| 3M | -15.4% | +1.1% | -16.5% | -15.5% |
| 6M | -5.4% | +15.9% | -21.3% | -11.8% |
| YTD | +26.5% | +8.4% | +18.0% | +19.9% |
| 1Y | +25.9% | +12.5% | +13.4% | +17.9% |
| All | +25.9% | +11.3% | +14.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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