+141.4%
XLC vs CAPR
-34.3%
+175.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.2% | -0.4% |
| 7D | +0.6% | -9.5% | +10.1% | +0.7% |
| 30D | +0.2% | +121.5% | -121.3% | -1.1% |
| 3M | +0.6% | -65.4% | +66.0% | +1.1% |
| 6M | -4.5% | -67.5% | +63.0% | -4.1% |
| YTD | -4.7% | -68.6% | +63.9% | -4.3% |
| 1Y | -1.7% | +42.7% | -44.3% | -6.5% |
| 3Y | +72.3% | +43.4% | +28.9% | +58.5% |
| 5Y | +37.8% | +86.0% | -48.3% | +24.2% |
| All | +141.4% | -34.3% | +175.7% | +114.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling