+113.5%
CSCO vs XLY
+35.2%
+78.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.0% |
| 7D | +2.7% | -1.7% | +4.4% | +3.5% |
| 30D | -9.5% | -4.2% | -5.3% | -7.8% |
| 3M | -7.6% | -2.7% | -4.9% | -6.8% |
| 6M | +44.9% | -0.6% | +45.5% | +44.4% |
| YTD | +47.7% | -5.0% | +52.7% | +50.5% |
| 1Y | +69.1% | -4.1% | +73.2% | +71.0% |
| 3Y | +113.5% | +33.6% | +79.9% | +77.8% |
| All | +113.5% | +35.2% | +78.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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