+324.8%
XLB vs CAPR
-99.1%
+423.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | -0.4% | +139.2% | -139.6% | -1.5% |
| 3M | +2.0% | -66.4% | +68.3% | +2.4% |
| 6M | +1.8% | -63.1% | +65.0% | +2.1% |
| YTD | +16.6% | -67.4% | +84.0% | +17.0% |
| 1Y | +16.9% | +58.2% | -41.3% | +12.6% |
| 3Y | +32.6% | +42.2% | -9.7% | +25.8% |
| 5Y | +35.6% | +87.3% | -51.6% | +27.6% |
| 10Y | +160.0% | -75.3% | +235.3% | +136.8% |
| All | +324.8% | -99.1% | +423.9% | +278.5% |
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