+321.5%
CSCO vs XLP
+130.4%
+191.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -16.7% | +8.9% | -25.6% | -22.7% |
| 3M | -18.4% | +7.5% | -25.9% | -23.8% |
| 6M | +2.9% | +9.4% | -6.5% | -6.2% |
| YTD | +30.4% | +19.3% | +11.2% | +9.2% |
| 1Y | +41.4% | +21.7% | +19.6% | +15.8% |
| 3Y | +104.7% | +44.0% | +60.7% | +40.1% |
| 5Y | +96.9% | +42.8% | +54.2% | +35.2% |
| 10Y | +321.5% | +128.8% | +192.7% | +91.7% |
| All | +321.5% | +130.4% | +191.1% | +91.7% |
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