-62.4%
XE vs CAPR
-73.8%
+11.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.9% | +8.2% | -1.6% |
| 7D | -0.1% | +7.6% | -7.7% | -0.1% |
| 30D | -20.0% | +13.3% | -33.3% | -20.1% |
| 3M | -46.9% | +130.4% | -177.2% | -44.0% |
| 6M | -63.7% | -70.8% | +7.2% | -57.0% |
| All | -62.4% | -73.8% | +11.4% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling