+98.3%
CSCO vs XLI
+70.4%
+27.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.7% | -1.5% | -3.2% | -3.4% |
| 30D | -17.1% | -0.3% | -16.8% | -16.8% |
| 3M | -19.6% | -8.4% | -11.3% | -14.1% |
| 6M | +2.4% | -2.1% | +4.5% | +4.0% |
| YTD | +29.8% | +9.6% | +20.1% | +20.4% |
| 1Y | +38.7% | +10.7% | +28.0% | +27.6% |
| 3Y | +101.3% | +71.6% | +29.8% | +30.8% |
| All | +98.3% | +70.4% | +27.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling