+114.0%
CSCO vs XOP
+156.8%
-42.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -10.1% | +16.5% | -26.6% | -13.1% |
| 3M | -11.7% | +15.7% | -27.5% | -14.8% |
| 6M | +40.1% | +19.2% | +20.9% | +34.0% |
| YTD | +43.8% | +55.0% | -11.2% | +29.4% |
| 1Y | +66.6% | +54.2% | +12.4% | +49.7% |
| 3Y | +108.5% | +35.9% | +72.6% | +89.3% |
| 5Y | +114.0% | +162.4% | -48.5% | +70.1% |
| All | +114.0% | +156.8% | -42.8% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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