-62.5%
XE vs CAPR
-66.9%
+4.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.5% | -26.8% | -0.6% |
| 7D | +8.9% | +25.8% | -16.9% | +8.5% |
| 30D | -16.4% | +50.2% | -66.6% | -16.7% |
| 3M | -46.8% | +185.5% | -232.3% | -44.2% |
| 6M | -67.0% | -64.8% | -2.1% | -59.8% |
| All | -62.5% | -66.9% | +4.3% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling