+251.6%
XLF vs CAPR
-77.3%
+328.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -1.0% | -12.6% | +11.6% | -0.9% |
| 30D | -1.3% | +124.4% | -125.7% | -2.6% |
| 3M | +9.1% | -66.8% | +75.9% | +9.7% |
| 6M | +14.4% | -71.8% | +86.1% | +15.1% |
| YTD | +5.1% | -70.1% | +75.1% | +5.6% |
| 1Y | +8.6% | +33.3% | -24.7% | +3.6% |
| 3Y | +74.4% | +36.7% | +37.7% | +62.0% |
| 5Y | +64.4% | +72.5% | -8.1% | +50.3% |
| 10Y | +251.6% | -77.3% | +328.9% | +211.4% |
| All | +251.6% | -77.3% | +328.9% | +211.4% |
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 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