+182.3%
XLF vs CAPR
-99.1%
+281.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.9% | +10.5% | +0.6% |
| 7D | +1.9% | +7.6% | -5.7% | +1.8% |
| 30D | +6.5% | +13.3% | -6.8% | +6.3% |
| 3M | +1.2% | +130.4% | -129.2% | +0.2% |
| 6M | +14.6% | -70.8% | +85.4% | +15.0% |
| YTD | +7.7% | -69.3% | +77.0% | +8.0% |
| 1Y | +11.8% | +59.5% | -47.8% | +8.1% |
| 3Y | +80.1% | +216.8% | -136.7% | +71.0% |
| 5Y | +59.0% | +152.7% | -93.7% | +50.5% |
| 10Y | +224.2% | -68.2% | +292.4% | +199.4% |
| All | +182.3% | -99.1% | +281.4% | +161.3% |
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 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