+40.5%
CSCO vs XLI
+10.9%
+29.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.9% |
| 7D | +6.6% | +4.3% | +2.3% | +3.6% |
| 30D | -11.3% | +0.5% | -11.8% | -11.6% |
| 3M | -17.3% | -8.6% | -8.7% | -13.0% |
| 6M | +3.5% | -2.3% | +5.8% | +5.4% |
| YTD | +34.9% | +10.1% | +24.8% | +31.0% |
| 1Y | +40.5% | +11.0% | +29.5% | +36.4% |
| All | +40.5% | +10.9% | +29.6% | +36.4% |
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