+626.8%
XLY vs CAPR
-99.1%
+725.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | -2.1% | -12.6% | +10.5% | -2.0% |
| 30D | -6.0% | +124.4% | -130.4% | -7.0% |
| 3M | -2.7% | -66.8% | +64.0% | -2.4% |
| 6M | -1.5% | -71.8% | +70.3% | -0.9% |
| YTD | -5.4% | -70.1% | +64.6% | -5.1% |
| 1Y | -3.8% | +33.3% | -37.2% | -7.4% |
| 3Y | +36.6% | +36.7% | -0.1% | +29.5% |
| 5Y | +27.4% | +72.5% | -45.1% | +19.7% |
| 10Y | +218.2% | -77.3% | +295.5% | +190.6% |
| All | +626.8% | -99.1% | +725.9% | +551.9% |
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 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