+89.3%
CSCO vs XRT
+49.6%
+39.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.3% |
| 7D | -10.2% | +0.9% | -11.1% | -10.5% |
| 30D | -20.1% | +7.9% | -28.0% | -22.6% |
| 3M | -22.4% | -0.2% | -22.2% | -22.5% |
| 6M | +2.8% | +5.6% | -2.8% | -0.2% |
| YTD | +23.6% | +5.7% | +17.9% | +19.7% |
| 1Y | +34.0% | +14.6% | +19.5% | +24.9% |
| 3Y | +89.3% | +50.7% | +38.6% | +45.1% |
| All | +89.3% | +49.6% | +39.7% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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