+60.8%
XLU vs CAPR
+264.4%
-203.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.7% | +8.7% | 0.0% |
| 7D | +1.2% | +19.1% | -17.9% | +1.1% |
| 30D | +4.6% | +48.8% | -44.2% | +4.5% |
| 3M | +0.7% | +144.4% | -143.7% | +0.4% |
| 6M | -1.7% | -67.5% | +65.8% | -1.7% |
| YTD | +4.8% | -64.5% | +69.3% | +4.7% |
| 1Y | +0.2% | +74.4% | -74.2% | -0.4% |
| All | +60.8% | +264.4% | -203.6% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling