+280.9%
XLE vs CAPR
-99.1%
+380.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -2.9% |
| 7D | -10.3% | +29.7% | -40.0% | -10.7% |
| 30D | -3.3% | +11.0% | -14.3% | -3.6% |
| 3M | +8.2% | +118.8% | -110.7% | +6.4% |
| 6M | +5.0% | -73.9% | +78.9% | +5.9% |
| YTD | +40.6% | -70.2% | +110.8% | +41.2% |
| 1Y | +45.0% | +38.3% | +6.8% | +37.0% |
| 3Y | +56.3% | +199.7% | -143.3% | +42.2% |
| 5Y | +152.2% | +130.6% | +21.7% | +128.2% |
| 10Y | +173.0% | -68.5% | +241.5% | +135.7% |
| All | +280.9% | -99.1% | +380.1% | +221.6% |
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