-5.8%
XLC vs CAPR
+47.4%
-53.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.3% | -4.8% | +3.5% |
| 7D | +1.8% | +43.2% | -41.4% | +1.8% |
| 30D | -6.0% | +14.7% | -20.6% | -6.0% |
| 3M | -6.0% | +113.9% | -119.9% | -6.0% |
| 6M | -9.1% | -73.4% | +64.3% | -9.1% |
| YTD | -10.0% | -69.1% | +59.1% | -10.1% |
| 1Y | -5.8% | +47.2% | -53.0% | -5.6% |
| All | -5.8% | +47.4% | -53.2% | -5.6% |
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