+217.7%
XLF vs CAPR
-65.7%
+283.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.9% |
| 7D | +2.7% | +5.9% | -3.2% | +2.5% |
| 30D | +7.6% | +44.6% | -37.0% | +7.0% |
| 3M | +1.1% | +126.4% | -125.3% | -0.4% |
| 6M | +15.9% | -68.6% | +84.5% | +16.4% |
| YTD | +8.4% | -67.0% | +75.4% | +8.7% |
| 1Y | +12.5% | +65.2% | -52.7% | +6.9% |
| 3Y | +81.6% | +235.6% | -154.0% | +66.0% |
| 5Y | +59.3% | +175.4% | -116.2% | +44.6% |
| All | +217.7% | -65.7% | +283.4% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling