+671.2%
CTAS vs XHB
+210.4%
+460.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.5% |
| 7D | -1.3% | -5.2% | +3.9% | +1.7% |
| 30D | -3.1% | -12.1% | +9.1% | +4.2% |
| 3M | +10.3% | -6.2% | +16.5% | +13.5% |
| 6M | +1.6% | -6.7% | +8.3% | +4.2% |
| YTD | +6.3% | -5.5% | +11.8% | +7.6% |
| 1Y | -0.5% | -15.6% | +15.2% | +7.5% |
| 3Y | +64.6% | +22.0% | +42.6% | +32.8% |
| 5Y | +106.0% | +31.8% | +74.2% | +53.2% |
| All | +671.2% | +210.4% | +460.8% | +192.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling