+43.5%
XLB vs CAPR
+264.4%
-220.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.7% | +7.5% | -1.2% |
| 7D | 0.0% | +19.1% | -19.1% | -0.1% |
| 30D | +5.3% | +48.8% | -43.6% | +5.0% |
| 3M | 0.0% | +144.4% | -144.4% | -0.7% |
| 6M | +1.2% | -67.5% | +68.7% | +1.4% |
| YTD | +16.9% | -64.5% | +81.4% | +17.0% |
| 1Y | +20.9% | +74.4% | -53.5% | +18.1% |
| All | +43.5% | +264.4% | -220.9% | +33.5% |
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