+602.3%
XLI vs CAPR
-99.1%
+701.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -5.9% | +139.2% | -145.1% | -6.9% |
| 3M | -0.3% | -66.4% | +66.1% | +0.1% |
| 6M | +0.1% | -63.1% | +63.3% | +0.4% |
| YTD | +13.6% | -67.4% | +81.0% | +13.9% |
| 1Y | +17.2% | +58.2% | -41.1% | +13.1% |
| 3Y | +68.2% | +42.2% | +26.0% | +60.3% |
| 5Y | +80.7% | +87.3% | -6.5% | +70.8% |
| 10Y | +253.3% | -75.3% | +328.5% | +223.9% |
| All | +602.3% | -99.1% | +701.4% | +521.3% |
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