-4.1%
XLC vs CAPR
+65.7%
-69.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.7% | +7.8% | -1.0% |
| 7D | +3.1% | +19.1% | -16.0% | +3.1% |
| 30D | -4.2% | +48.8% | -53.0% | -4.2% |
| 3M | -2.1% | +144.4% | -146.5% | -2.1% |
| 6M | -6.6% | -67.5% | +60.9% | -6.7% |
| YTD | -7.8% | -64.5% | +56.7% | -7.9% |
| 1Y | -4.1% | +74.4% | -78.5% | -3.9% |
| All | -4.1% | +65.7% | -69.8% | -3.9% |
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