+135.9%
XLU vs CAPR
-78.4%
+214.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -1.6% | -11.0% | +9.4% | -1.6% |
| 30D | -3.3% | +99.8% | -103.1% | -3.7% |
| 3M | -3.2% | -66.6% | +63.4% | -3.0% |
| 6M | -7.0% | -75.1% | +68.1% | -6.7% |
| YTD | +0.6% | -71.0% | +71.6% | +0.8% |
| 1Y | +2.4% | +30.0% | -27.5% | +1.1% |
| 3Y | +46.3% | +29.0% | +17.3% | +43.1% |
| 5Y | +44.0% | +70.8% | -26.8% | +40.2% |
| All | +135.9% | -78.4% | +214.3% | +121.9% |
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