+626.2%
CSCO vs XLF
+419.1%
+207.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -15.7% | +11.7% | -27.4% | -21.5% |
| 6M | +36.3% | +13.8% | +22.5% | +25.4% |
| YTD | +43.8% | +7.0% | +36.8% | +37.4% |
| 1Y | +63.9% | +9.1% | +54.8% | +54.5% |
| 3Y | +104.4% | +75.6% | +28.7% | +43.0% |
| 5Y | +111.4% | +66.4% | +44.9% | +51.7% |
| 10Y | +361.7% | +250.3% | +111.4% | +103.6% |
| All | +626.2% | +419.1% | +207.1% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling