+481.5%
XLP vs CAPR
-99.1%
+580.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 6M | +10.0% | -73.9% | +83.9% | +10.2% |
| YTD | +19.7% | -70.2% | +89.9% | +19.8% |
| 1Y | +23.5% | +38.3% | -14.8% | +21.9% |
| 3Y | +44.0% | +199.7% | -155.7% | +40.9% |
| 5Y | +42.7% | +130.6% | -87.9% | +39.5% |
| 10Y | +131.3% | -68.5% | +199.8% | +123.2% |
| All | +481.5% | -99.1% | +580.7% | +447.4% |
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