+127.5%
XLC vs CAPR
-34.8%
+162.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.2% | +0.4% |
| 7D | +4.9% | +41.1% | -36.2% | +4.4% |
| 30D | -5.8% | +11.1% | -16.9% | -6.0% |
| 3M | -5.4% | +115.3% | -120.7% | -6.7% |
| 6M | -10.2% | -73.8% | +63.6% | -9.6% |
| YTD | -10.2% | -68.8% | +58.6% | -9.9% |
| 1Y | -5.6% | +43.3% | -48.9% | -10.3% |
| 3Y | +61.0% | +214.7% | -153.7% | +45.4% |
| 5Y | +35.2% | +141.3% | -106.0% | +21.2% |
| All | +127.5% | -34.8% | +162.3% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling