-5.4%
CSCO vs XLF
+15.6%
-21.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -17.3% |
| 3M | -15.4% | +1.1% | -16.5% | -15.2% |
| 6M | -5.4% | +15.9% | -21.3% | -11.6% |
| All | -5.4% | +15.6% | -21.0% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling