+361.1%
CSCO vs XLP
+101.8%
+259.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | -0.7% | -1.0% | +0.4% | +0.2% |
| 30D | -10.1% | -0.9% | -9.2% | -9.7% |
| 3M | -15.7% | +3.8% | -19.5% | -19.3% |
| 6M | +36.3% | -1.7% | +38.0% | +36.6% |
| YTD | +43.8% | +10.3% | +33.6% | +29.2% |
| 1Y | +63.9% | +7.8% | +56.1% | +49.8% |
| 3Y | +104.4% | +27.2% | +77.2% | +57.0% |
| 5Y | +111.4% | +32.5% | +78.8% | +55.3% |
| All | +361.1% | +101.8% | +259.3% | +133.1% |
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