+49.9%
XLE vs CAPR
+47.4%
+2.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.3% | -13.0% | -4.8% |
| 7D | -7.2% | +43.2% | -50.4% | -7.3% |
| 30D | +0.1% | +14.7% | -14.5% | +0.1% |
| 3M | +9.2% | +113.9% | -104.7% | +8.7% |
| 6M | +8.4% | -73.4% | +81.7% | +8.6% |
| YTD | +44.9% | -69.1% | +114.0% | +45.1% |
| 1Y | +49.9% | +47.2% | +2.7% | +47.3% |
| All | +49.9% | +47.4% | +2.4% | +47.3% |
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 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