+614.5%
CSCO vs XLY
+1,103.4%
-488.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -1.1% | -3.9% | +2.8% | +2.1% |
| 30D | -10.8% | -6.1% | -4.7% | -6.3% |
| 3M | -9.2% | -1.2% | -8.1% | -9.0% |
| 6M | +39.5% | -1.8% | +41.3% | +39.9% |
| YTD | +41.5% | -5.9% | +47.4% | +46.9% |
| 1Y | +61.0% | -3.1% | +64.1% | +62.1% |
| 3Y | +105.2% | +36.0% | +69.2% | +50.4% |
| 5Y | +113.4% | +27.6% | +85.9% | +55.4% |
| 10Y | +368.7% | +216.8% | +151.9% | +46.6% |
| All | +614.5% | +1,103.4% | -488.9% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling