+37.7%
XLC vs CAPR
+84.7%
-47.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.2% |
| 7D | -0.8% | -2.0% | +1.1% | -0.8% |
| 30D | +1.0% | +139.2% | -138.1% | +0.3% |
| 3M | -0.7% | -66.4% | +65.7% | -0.5% |
| 6M | -5.1% | -63.1% | +58.0% | -5.0% |
| YTD | -4.3% | -67.4% | +63.1% | -4.1% |
| 1Y | -0.6% | +58.2% | -58.8% | -3.9% |
| 3Y | +72.7% | +42.2% | +30.5% | +58.0% |
| All | +37.7% | +84.7% | -47.0% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling