+441.5%
CSCO vs XLRE
+109.5%
+332.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.9% |
| 7D | 0.0% | -0.7% | +0.7% | +0.4% |
| 30D | -10.7% | -2.2% | -8.5% | -9.7% |
| 3M | -8.7% | -2.6% | -6.1% | -7.8% |
| 6M | +44.9% | +2.6% | +42.3% | +41.7% |
| YTD | +44.1% | +9.3% | +34.9% | +35.7% |
| 1Y | +65.9% | +7.2% | +58.6% | +57.6% |
| 3Y | +109.0% | +31.3% | +77.7% | +73.8% |
| 5Y | +114.8% | +8.1% | +106.6% | +98.8% |
| 10Y | +377.3% | +88.9% | +288.4% | +215.0% |
| All | +441.5% | +109.5% | +332.0% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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