+163.9%
XLE vs CAPR
-64.9%
+228.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | +0.3% |
| 7D | -7.9% | +36.0% | -43.9% | -8.5% |
| 30D | -4.8% | +25.8% | -30.6% | -5.4% |
| 3M | +8.4% | +140.8% | -132.5% | +5.9% |
| 6M | +12.7% | -67.6% | +80.2% | +13.4% |
| YTD | +41.3% | -65.9% | +107.2% | +41.7% |
| 1Y | +42.3% | +66.1% | -23.8% | +31.7% |
| 3Y | +65.1% | +256.9% | -191.8% | +43.0% |
| 5Y | +150.2% | +172.1% | -21.9% | +114.6% |
| 10Y | +163.9% | -64.7% | +228.6% | +107.0% |
| All | +163.9% | -64.9% | +228.9% | +107.0% |
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