+128.8%
XLP vs CAPR
-64.9%
+193.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | +0.9% |
| 7D | +0.1% | +36.0% | -36.0% | 0.0% |
| 30D | +8.9% | +25.8% | -16.9% | +8.8% |
| 3M | +7.5% | +140.8% | -133.4% | +7.1% |
| 6M | +9.4% | -67.6% | +77.0% | +9.5% |
| YTD | +19.3% | -65.9% | +85.1% | +19.3% |
| 1Y | +21.7% | +66.1% | -44.4% | +20.1% |
| 3Y | +44.0% | +256.9% | -212.9% | +40.5% |
| 5Y | +42.8% | +172.1% | -129.3% | +39.1% |
| 10Y | +128.8% | -64.7% | +193.5% | +118.9% |
| All | +128.8% | -64.9% | +193.7% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling