+25.6%
CTAS vs XHB
+5.8%
+19.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -3.1% | +0.8% |
| 7D | +7.6% | +9.7% | -2.1% | +4.8% |
| 30D | +17.2% | +11.7% | +5.6% | +13.5% |
| 3M | +12.8% | -1.4% | +14.1% | +12.7% |
| 6M | +38.0% | +6.8% | +31.2% | +34.5% |
| YTD | +22.7% | +5.5% | +17.2% | +18.9% |
| 1Y | +25.6% | +5.1% | +20.5% | +22.2% |
| All | +25.6% | +5.8% | +19.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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