-0.5%
CTAS vs XHB
-16.2%
+15.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | -1.3% | -5.2% | +3.9% | +0.2% |
| 30D | -3.1% | -12.1% | +9.1% | +0.6% |
| 3M | +10.3% | -6.2% | +16.5% | +11.8% |
| 6M | +1.6% | -6.7% | +8.3% | +3.0% |
| YTD | +6.3% | -5.5% | +11.8% | +6.2% |
| 1Y | -0.5% | -15.6% | +15.2% | +3.4% |
| All | -0.5% | -16.2% | +15.7% | +3.4% |
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