+89.3%
CSCO vs XLP
+42.1%
+47.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -10.2% | +0.7% | -10.9% | -10.3% |
| 30D | -20.1% | +10.3% | -30.3% | -21.5% |
| 3M | -22.4% | +6.5% | -28.9% | -23.3% |
| 6M | +2.8% | +8.4% | -5.6% | +0.9% |
| YTD | +23.6% | +18.2% | +5.4% | +15.6% |
| 1Y | +34.0% | +22.4% | +11.6% | +22.8% |
| 3Y | +89.3% | +41.9% | +47.4% | +42.7% |
| All | +89.3% | +42.1% | +47.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling