+354.7%
XLU vs CAPR
-99.0%
+453.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +0.6% |
| 7D | +2.1% | +5.9% | -3.8% | +2.1% |
| 30D | +5.6% | +44.6% | -39.1% | +5.4% |
| 3M | +0.7% | +126.4% | -125.6% | +0.3% |
| 6M | -0.1% | -68.6% | +68.5% | 0.0% |
| YTD | +5.3% | -67.0% | +72.3% | +5.4% |
| 1Y | +2.2% | +65.2% | -63.0% | +0.8% |
| 3Y | +61.6% | +235.6% | -173.9% | +58.0% |
| 5Y | +53.6% | +175.4% | -121.9% | +49.9% |
| 10Y | +162.3% | -65.0% | +227.2% | +152.1% |
| All | +354.7% | -99.0% | +453.8% | +325.4% |
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