+322.8%
XLB vs CAPR
-99.1%
+421.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.8% |
| 7D | -1.5% | +41.1% | -42.6% | -1.9% |
| 30D | +6.1% | +11.1% | -5.0% | +5.9% |
| 3M | 0.0% | +115.3% | -115.3% | -1.0% |
| 6M | 0.0% | -73.8% | +73.8% | +0.5% |
| YTD | +16.0% | -68.8% | +84.8% | +16.4% |
| 1Y | +24.7% | +43.3% | -18.6% | +20.2% |
| 3Y | +40.4% | +214.7% | -174.3% | +32.0% |
| 5Y | +30.7% | +141.3% | -110.6% | +22.5% |
| 10Y | +173.3% | -67.0% | +240.3% | +148.3% |
| All | +322.8% | -99.1% | +421.9% | +276.5% |
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 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