+23.3%
XLB vs CAPR
+90.5%
-67.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.2% | +0.2% |
| 7D | -1.6% | +25.8% | -27.4% | -1.7% |
| 30D | +7.2% | +50.2% | -43.0% | +7.1% |
| 3M | 0.0% | +185.5% | -185.5% | -0.3% |
| 6M | +2.3% | -64.8% | +67.1% | +2.3% |
| YTD | +18.4% | -61.1% | +79.5% | +18.4% |
| 1Y | +23.3% | +81.0% | -57.6% | +22.4% |
| All | +23.3% | +90.5% | -67.2% | +22.4% |
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