+114.8%
CSCO vs XLU
+43.5%
+71.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | 0.0% | +0.6% | -0.7% | -0.3% |
| 30D | -10.7% | -0.4% | -10.3% | -10.6% |
| 3M | -8.7% | -1.7% | -7.0% | -8.4% |
| 6M | +44.9% | -7.1% | +52.0% | +48.8% |
| YTD | +44.1% | +1.9% | +42.2% | +41.5% |
| 1Y | +65.9% | +6.1% | +59.8% | +59.3% |
| 3Y | +109.0% | +48.8% | +60.2% | +69.3% |
| 5Y | +114.8% | +43.8% | +71.0% | +72.4% |
| All | +114.8% | +43.5% | +71.3% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling