-4.1%
XLY vs CAPR
+37.0%
-41.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | -1.7% | -11.0% | +9.3% | -1.7% |
| 30D | -4.2% | +99.8% | -103.9% | -4.4% |
| 3M | -2.7% | -66.6% | +63.9% | -2.5% |
| 6M | -0.6% | -75.1% | +74.4% | -0.4% |
| YTD | -5.0% | -71.0% | +66.0% | -4.9% |
| 1Y | -4.1% | +30.0% | -34.1% | -4.6% |
| All | -4.1% | +37.0% | -41.1% | -4.6% |
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