-65.6%
XE vs CAPR
-73.7%
+8.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +8.3% | -16.7% | -8.4% |
| 7D | -12.9% | +43.2% | -56.1% | -12.8% |
| 30D | -30.3% | +14.7% | -44.9% | -30.3% |
| 3M | -45.9% | +113.9% | -159.8% | -43.2% |
| 6M | -66.2% | -73.4% | +7.1% | -57.6% |
| All | -65.6% | -73.7% | +8.1% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling