+626.2%
CSCO vs XLU
+633.0%
-6.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +0.8% | -1.5% | -1.2% |
| 30D | -10.1% | -1.3% | -8.8% | -9.5% |
| 3M | -15.7% | -1.3% | -14.4% | -15.4% |
| 6M | +36.3% | -7.6% | +43.9% | +41.8% |
| YTD | +43.8% | +2.3% | +41.6% | +40.4% |
| 1Y | +63.9% | +5.8% | +58.2% | +56.5% |
| 3Y | +104.4% | +50.5% | +53.8% | +55.2% |
| 5Y | +111.4% | +44.1% | +67.2% | +63.2% |
| 10Y | +361.7% | +138.2% | +223.5% | +152.2% |
| All | +626.2% | +633.0% | -6.8% | +83.6% |
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 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