+180.4%
XLF vs CAPR
-99.1%
+279.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | 0.0% | -2.0% | +2.0% | 0.0% |
| 30D | +0.2% | +139.2% | -139.0% | -0.8% |
| 3M | +11.7% | -66.4% | +78.1% | +12.1% |
| 6M | +13.8% | -63.1% | +76.9% | +14.0% |
| YTD | +7.0% | -67.4% | +74.4% | +7.3% |
| 1Y | +9.1% | +58.2% | -49.1% | +5.6% |
| 3Y | +75.6% | +42.2% | +33.4% | +68.0% |
| 5Y | +66.4% | +87.3% | -20.8% | +58.0% |
| 10Y | +250.3% | -75.3% | +325.5% | +223.8% |
| All | +180.4% | -99.1% | +279.4% | +159.6% |
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