+45.9%
CSCO vs XLI
+12.2%
+33.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.3% |
| 7D | -6.1% | +0.6% | -6.6% | -6.4% |
| 30D | -8.2% | -0.4% | -7.8% | -8.0% |
| 3M | -14.6% | -8.8% | -5.7% | -10.0% |
| 6M | +12.7% | -0.4% | +13.1% | +13.3% |
| YTD | +37.0% | +10.1% | +26.9% | +32.7% |
| 1Y | +45.9% | +12.3% | +33.6% | +40.3% |
| All | +45.9% | +12.2% | +33.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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