+109.6%
CTAS vs XHB
+34.8%
+74.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.4% |
| 7D | +1.0% | -1.9% | +2.9% | +1.8% |
| 30D | -1.1% | -8.3% | +7.3% | +2.4% |
| 3M | +11.5% | -7.1% | +18.6% | +14.3% |
| 6M | +0.2% | -5.3% | +5.4% | +1.5% |
| YTD | +7.2% | -3.2% | +10.4% | +7.2% |
| 1Y | 0.0% | -13.9% | +13.8% | +5.0% |
| 3Y | +65.9% | +24.9% | +41.0% | +40.0% |
| 5Y | +109.6% | +34.5% | +75.0% | +73.1% |
| All | +109.6% | +34.8% | +74.7% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling