-10.2%
XLC vs CAPR
-72.8%
+62.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | +0.4% |
| 7D | +4.9% | +41.1% | -36.2% | +5.0% |
| 30D | -5.8% | +11.1% | -16.9% | -5.9% |
| 3M | -5.4% | +115.3% | -120.7% | -5.2% |
| 6M | -10.2% | -73.8% | +63.6% | -14.3% |
| All | -10.2% | -72.8% | +62.7% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling