+646.3%
CSCO vs XRT
+529.0%
+117.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.0% |
| 7D | -10.2% | +0.9% | -11.1% | -10.7% |
| 30D | -20.1% | +7.9% | -28.0% | -23.7% |
| 3M | -22.1% | -0.2% | -21.9% | -22.5% |
| 6M | +3.2% | +5.6% | -2.4% | -1.0% |
| YTD | +24.1% | +5.7% | +18.4% | +18.8% |
| 1Y | +34.6% | +14.6% | +20.0% | +22.8% |
| 3Y | +90.0% | +50.7% | +39.3% | +45.3% |
| 5Y | +88.6% | -4.8% | +93.4% | +80.5% |
| 10Y | +316.5% | +152.6% | +163.9% | +94.0% |
| All | +646.3% | +529.0% | +117.2% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling