+124.6%
XLP vs CAPR
-68.5%
+193.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -5.9% | -1.3% |
| 7D | +0.7% | +41.1% | -40.3% | +0.6% |
| 30D | +10.3% | +11.1% | -0.9% | +10.2% |
| 3M | +6.5% | +115.3% | -108.8% | +6.2% |
| 6M | +8.4% | -73.8% | +82.2% | +8.6% |
| YTD | +18.2% | -68.8% | +87.0% | +18.3% |
| 1Y | +22.4% | +43.3% | -20.9% | +20.8% |
| 3Y | +41.9% | +214.7% | -172.8% | +38.5% |
| 5Y | +40.9% | +141.3% | -100.4% | +37.3% |
| All | +124.6% | -68.5% | +193.1% | +114.9% |
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