+106.4%
CSCO vs XLP
+27.4%
+79.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | -10.1% | -0.9% | -9.2% | -10.0% |
| 3M | -15.7% | +3.8% | -19.5% | -17.1% |
| 6M | +36.3% | -1.7% | +38.0% | +37.0% |
| YTD | +43.8% | +10.3% | +33.6% | +36.3% |
| 1Y | +63.9% | +7.8% | +56.1% | +57.2% |
| All | +106.4% | +27.4% | +79.0% | +77.1% |
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 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