+15.8%
XLI vs CAPR
+35.4%
-19.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.5% |
| 7D | -0.6% | -12.6% | +12.1% | -0.5% |
| 30D | -6.9% | +124.4% | -131.4% | -7.2% |
| 3M | -1.9% | -66.8% | +64.9% | -1.8% |
| 6M | +1.0% | -71.8% | +72.8% | +1.2% |
| YTD | +11.3% | -70.1% | +81.4% | +11.5% |
| 1Y | +15.8% | +33.3% | -17.5% | +15.7% |
| All | +15.8% | +35.4% | -19.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling