+96.9%
CSCO vs XLP
+43.2%
+53.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -16.7% | +8.9% | -25.6% | -20.6% |
| 3M | -18.4% | +7.5% | -25.9% | -21.9% |
| 6M | +2.9% | +9.4% | -6.5% | -3.0% |
| YTD | +30.4% | +19.3% | +11.2% | +14.6% |
| 1Y | +41.4% | +21.7% | +19.6% | +22.1% |
| 3Y | +104.7% | +44.0% | +60.7% | +49.8% |
| 5Y | +96.9% | +42.8% | +54.2% | +43.0% |
| All | +96.9% | +43.2% | +53.7% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling