+119.5%
CTAS vs XHB
+33.4%
+86.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.8% | -4.1% | +3.3% | +0.8% |
| 30D | +10.7% | +9.6% | +1.1% | +6.5% |
| 3M | +11.0% | -6.0% | +17.0% | +13.4% |
| 6M | +38.7% | +2.2% | +36.5% | +36.3% |
| YTD | +21.8% | +1.1% | +20.6% | +19.4% |
| 1Y | +23.6% | -1.7% | +25.3% | +22.5% |
| 3Y | +74.9% | +36.5% | +38.5% | +41.6% |
| 5Y | +119.5% | +33.5% | +86.0% | +84.2% |
| All | +119.5% | +33.4% | +86.1% | +84.2% |
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 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