+114.0%
CSCO vs XLI
+83.4%
+30.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -0.5% | +1.0% | -1.5% | -1.3% |
| 30D | -10.1% | -5.8% | -4.3% | -6.0% |
| 3M | -11.7% | +0.7% | -12.4% | -12.3% |
| 6M | +40.1% | +3.2% | +36.9% | +36.1% |
| YTD | +43.8% | +13.0% | +30.8% | +30.3% |
| 1Y | +66.6% | +16.8% | +49.8% | +46.9% |
| 3Y | +108.5% | +72.4% | +36.1% | +35.1% |
| 5Y | +114.0% | +82.8% | +31.2% | +29.6% |
| All | +114.0% | +83.4% | +30.6% | +29.6% |
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