+304.8%
CSCO vs XLP
+126.4%
+178.4%
-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 | -22.4% | +6.5% | -28.9% | -26.9% |
| 6M | +2.8% | +8.4% | -5.6% | -5.6% |
| YTD | +23.6% | +18.2% | +5.4% | +4.2% |
| 1Y | +34.0% | +22.4% | +11.6% | +9.1% |
| 3Y | +89.3% | +41.9% | +47.4% | +31.2% |
| 5Y | +87.9% | +40.9% | +47.0% | +30.6% |
| All | +304.8% | +126.4% | +178.4% | +87.0% |
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