+173.9%
XLE vs CAPR
-59.1%
+232.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +26.5% | -24.6% | +1.4% |
| 7D | -0.2% | +25.8% | -26.0% | -0.7% |
| 30D | -4.0% | +50.2% | -54.2% | -4.9% |
| 3M | +4.6% | +185.5% | -180.9% | +1.9% |
| 6M | +12.3% | -64.8% | +77.1% | +12.8% |
| YTD | +44.5% | -61.1% | +105.7% | +44.5% |
| 1Y | +42.4% | +81.0% | -38.6% | +31.6% |
| 3Y | +67.0% | +300.7% | -233.7% | +44.4% |
| 5Y | +161.9% | +223.3% | -61.4% | +123.7% |
| 10Y | +173.9% | -58.8% | +232.6% | +114.4% |
| All | +173.9% | -59.1% | +232.9% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling