+135.8%
XLC vs CAPR
-18.7%
+154.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +26.5% | -25.7% | +0.4% |
| 7D | +3.5% | +25.8% | -22.3% | +3.1% |
| 30D | -2.6% | +50.2% | -52.8% | -3.2% |
| 3M | -2.1% | +185.5% | -187.6% | -3.8% |
| 6M | -5.5% | -64.8% | +59.3% | -5.2% |
| YTD | -6.9% | -61.1% | +54.2% | -6.9% |
| 1Y | -3.7% | +81.0% | -84.7% | -8.8% |
| 3Y | +64.2% | +300.7% | -236.5% | +47.7% |
| 5Y | +43.0% | +223.3% | -180.3% | +27.5% |
| All | +135.8% | -18.7% | +154.5% | +108.5% |
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 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