+293.6%
XLE vs CAPR
-99.1%
+392.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.9% |
| 3M | +9.8% | -66.4% | +76.2% | +10.5% |
| 6M | +15.6% | -63.1% | +78.7% | +16.0% |
| YTD | +45.3% | -67.4% | +112.7% | +45.9% |
| 1Y | +48.3% | +58.2% | -9.9% | +39.9% |
| 3Y | +55.4% | +42.2% | +13.2% | +43.4% |
| 5Y | +216.1% | +87.3% | +128.8% | +187.3% |
| 10Y | +178.4% | -75.3% | +253.7% | +141.0% |
| All | +293.6% | -99.1% | +392.7% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling