+158.1%
XLE vs CAPR
+151.3%
+6.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.4% | +0.5% |
| 7D | -6.7% | +7.6% | -14.3% | -6.8% |
| 30D | -4.4% | +13.3% | -17.7% | -4.6% |
| 3M | +4.0% | +130.4% | -126.4% | +2.8% |
| 6M | +13.2% | -70.8% | +84.0% | +13.7% |
| YTD | +41.9% | -69.3% | +111.2% | +42.3% |
| 1Y | +41.6% | +59.5% | -17.9% | +35.5% |
| 3Y | +64.0% | +216.8% | -152.8% | +40.9% |
| 5Y | +158.1% | +152.7% | +5.4% | +110.4% |
| All | +158.1% | +151.3% | +6.8% | +110.4% |
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 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