+167.7%
XLB vs CAPR
-64.9%
+232.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.5% | +1.8% |
| 7D | -1.4% | +36.0% | -37.4% | -1.8% |
| 30D | +7.1% | +25.8% | -18.7% | +6.7% |
| 3M | +0.6% | +140.8% | -140.2% | -0.8% |
| 6M | +3.5% | -67.6% | +71.1% | +3.9% |
| YTD | +18.2% | -65.9% | +84.1% | +18.5% |
| 1Y | +25.6% | +66.1% | -40.5% | +19.7% |
| 3Y | +46.7% | +256.9% | -210.2% | +34.4% |
| 5Y | +30.9% | +172.1% | -141.2% | +19.2% |
| 10Y | +167.7% | -64.7% | +232.4% | +132.6% |
| All | +167.7% | -64.9% | +232.7% | +132.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling