+159.6%
XLB vs CAPR
-77.1%
+236.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.7% | -0.9% |
| 7D | -0.2% | -9.5% | +9.2% | -0.1% |
| 30D | -1.7% | +121.5% | -123.3% | -3.0% |
| 3M | +4.4% | -65.4% | +69.7% | +4.8% |
| 6M | +5.0% | -67.5% | +72.6% | +5.5% |
| YTD | +15.5% | -68.6% | +84.1% | +16.0% |
| 1Y | +14.9% | +42.7% | -27.8% | +9.7% |
| 3Y | +34.5% | +43.4% | -8.8% | +25.2% |
| 5Y | +36.5% | +86.0% | -49.5% | +25.1% |
| 10Y | +159.6% | -77.4% | +237.0% | +131.7% |
| All | +159.6% | -77.1% | +236.7% | +131.7% |
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