+626.2%
CSCO vs XLP
+523.7%
+102.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.2% |
| 7D | -0.7% | -1.0% | +0.4% | +0.1% |
| 30D | -10.1% | -0.9% | -9.2% | -9.7% |
| 3M | -15.7% | +3.8% | -19.5% | -19.1% |
| 6M | +36.3% | -1.7% | +38.0% | +36.5% |
| YTD | +43.8% | +10.3% | +33.6% | +30.3% |
| 1Y | +63.9% | +7.8% | +56.1% | +50.9% |
| 3Y | +104.4% | +27.2% | +77.2% | +62.0% |
| 5Y | +111.4% | +32.5% | +78.8% | +61.9% |
| 10Y | +361.7% | +101.8% | +259.9% | +151.8% |
| All | +626.2% | +523.7% | +102.5% | +83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling