+97.5%
CSCO vs XLU
+60.0%
+37.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +2.1% | -0.2% | +1.3% |
| 30D | -15.8% | +5.6% | -21.4% | -17.1% |
| 3M | -15.4% | +0.7% | -16.1% | -15.7% |
| 6M | -5.4% | -0.1% | -5.3% | -5.8% |
| YTD | +26.5% | +5.3% | +21.1% | +23.0% |
| 1Y | +25.9% | +2.2% | +23.7% | +23.9% |
| 3Y | +97.5% | +61.6% | +35.9% | +67.6% |
| All | +97.5% | +60.0% | +37.5% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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