+181.9%
XLF vs CAPR
-99.0%
+280.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.7% | +8.0% | -0.6% |
| 7D | +1.2% | +19.1% | -17.8% | +1.0% |
| 30D | +6.2% | +48.8% | -42.7% | +5.7% |
| 3M | +0.9% | +144.4% | -143.5% | -0.2% |
| 6M | +13.6% | -67.5% | +81.2% | +13.9% |
| YTD | +7.6% | -64.5% | +72.1% | +7.7% |
| 1Y | +10.2% | +74.4% | -64.3% | +6.5% |
| 3Y | +79.8% | +265.7% | -185.9% | +70.5% |
| 5Y | +58.0% | +196.0% | -138.0% | +49.3% |
| 10Y | +222.8% | -62.4% | +285.2% | +197.7% |
| All | +181.9% | -99.0% | +280.9% | +160.6% |
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