+42.7%
XLP vs CAPR
+126.3%
-83.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.7% |
| 7D | +3.5% | +29.7% | -26.2% | +3.4% |
| 30D | +11.6% | +11.0% | +0.6% | +11.5% |
| 3M | +7.6% | +118.8% | -111.2% | +7.4% |
| 6M | +10.0% | -73.9% | +83.9% | +10.1% |
| YTD | +19.7% | -70.2% | +89.9% | +19.8% |
| 1Y | +23.5% | +38.3% | -14.8% | +22.1% |
| 3Y | +44.0% | +199.7% | -155.7% | +38.4% |
| 5Y | +42.7% | +130.6% | -87.9% | +35.7% |
| All | +42.7% | +126.3% | -83.6% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling