+2.4%
XLU vs CAPR
+37.0%
-34.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.3% |
| 3M | -3.2% | -66.6% | +63.4% | -3.2% |
| 6M | -7.0% | -75.1% | +68.1% | -7.1% |
| YTD | +0.6% | -71.0% | +71.6% | +0.5% |
| 1Y | +2.4% | +30.0% | -27.5% | +3.6% |
| All | +2.4% | +37.0% | -34.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling