-62.1%
XE vs CAPR
-71.9%
+9.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.3% | -1.5% |
| 7D | +6.2% | +5.9% | +0.3% | +6.1% |
| 30D | -4.8% | +44.6% | -49.4% | -4.9% |
| 3M | -51.3% | +126.4% | -177.6% | -48.9% |
| 6M | -64.2% | -68.6% | +4.3% | -57.9% |
| All | -62.1% | -71.9% | +9.8% | -51.1% |
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