+538.5%
CSCO vs XLU
+654.8%
-116.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.6% |
| 7D | +1.9% | +2.1% | -0.2% | +0.7% |
| 30D | -15.8% | +5.6% | -21.4% | -18.6% |
| 3M | -15.4% | +0.7% | -16.1% | -15.9% |
| 6M | -5.4% | -0.1% | -5.3% | -5.9% |
| YTD | +26.5% | +5.3% | +21.1% | +21.3% |
| 1Y | +25.9% | +2.2% | +23.7% | +22.8% |
| 3Y | +97.5% | +61.6% | +35.9% | +44.1% |
| 5Y | +93.0% | +53.6% | +39.4% | +43.5% |
| 10Y | +308.6% | +162.3% | +146.3% | +110.7% |
| All | +538.5% | +654.8% | -116.4% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling