+149.9%
XLE vs CAPR
+142.6%
+7.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.1% |
| 7D | -12.0% | +41.1% | -53.1% | -12.3% |
| 30D | -2.7% | +11.1% | -13.9% | -2.9% |
| 3M | +6.6% | +115.3% | -108.7% | +5.4% |
| 6M | +9.5% | -73.8% | +83.4% | +10.2% |
| YTD | +40.6% | -68.8% | +109.4% | +41.0% |
| 1Y | +43.6% | +43.3% | +0.3% | +37.8% |
| 3Y | +58.1% | +214.7% | -156.6% | +35.8% |
| All | +149.9% | +142.6% | +7.3% | +103.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling