+306.4%
CSCO vs XLP
+126.4%
+180.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.9% |
| 7D | -10.2% | +0.7% | -10.9% | -10.8% |
| 30D | -20.1% | +10.3% | -30.3% | -26.6% |
| 3M | -22.1% | +6.5% | -28.6% | -26.7% |
| 6M | +3.2% | +8.4% | -5.2% | -5.2% |
| YTD | +24.1% | +18.2% | +5.9% | +4.6% |
| 1Y | +34.6% | +22.4% | +12.1% | +9.5% |
| 3Y | +90.0% | +41.9% | +48.1% | +31.8% |
| 5Y | +88.6% | +40.9% | +47.7% | +31.1% |
| All | +306.4% | +126.4% | +180.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling