+54.6%
XLE vs CAPR
+40.5%
+14.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -0.9% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +11.8% | +139.2% | -127.4% | +10.8% |
| 3M | +9.8% | -66.4% | +76.2% | +10.2% |
| 6M | +15.6% | -63.1% | +78.7% | +15.8% |
| YTD | +45.3% | -67.4% | +112.7% | +45.6% |
| 1Y | +48.3% | +58.2% | -9.9% | +43.5% |
| All | +54.6% | +40.5% | +14.1% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling