+93.0%
CSCO vs XLP
+43.9%
+49.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.9% | -7.5% |
| 7D | -11.9% | +3.5% | -15.3% | -12.3% |
| 30D | -18.8% | +11.6% | -30.4% | -20.5% |
| 3M | -21.2% | +7.6% | -28.9% | -22.3% |
| 6M | +1.9% | +10.0% | -8.1% | -0.3% |
| YTD | +26.1% | +19.7% | +6.3% | +17.7% |
| 1Y | +34.7% | +23.5% | +11.2% | +23.5% |
| All | +93.0% | +43.9% | +49.1% | +45.3% |
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