+69.1%
CSCO vs XLI
+15.3%
+53.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | +2.7% | -1.7% | +4.3% | +3.6% |
| 30D | -9.5% | -7.3% | -2.2% | -5.5% |
| 3M | -7.6% | -1.3% | -6.3% | -6.6% |
| 6M | +44.9% | +2.2% | +42.7% | +42.9% |
| YTD | +47.7% | +11.7% | +36.0% | +40.7% |
| 1Y | +69.1% | +14.3% | +54.8% | +58.4% |
| All | +69.1% | +15.3% | +53.8% | +58.4% |
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