+133.1%
XLC vs CAPR
-28.6%
+161.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -7.0% | +2.3% |
| 7D | +7.1% | +36.0% | -29.0% | +6.6% |
| 30D | -2.7% | +25.8% | -28.5% | -3.1% |
| 3M | -3.2% | +140.8% | -144.0% | -4.6% |
| 6M | -7.7% | -67.6% | +59.9% | -7.3% |
| YTD | -8.0% | -65.9% | +57.9% | -7.8% |
| 1Y | -3.1% | +66.1% | -69.2% | -8.1% |
| 3Y | +64.9% | +256.9% | -192.0% | +48.6% |
| 5Y | +39.5% | +172.1% | -132.6% | +24.8% |
| All | +133.1% | -28.6% | +161.7% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling