+913.0%
CTAS vs XLRE
+111.8%
+801.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -1.0% | -2.4% | +1.4% | +0.8% |
| 3M | +15.8% | +0.6% | +15.2% | +15.3% |
| 6M | -1.0% | +3.9% | -4.9% | -3.9% |
| YTD | +7.4% | +10.5% | -3.1% | -0.5% |
| 1Y | -0.1% | +8.4% | -8.5% | -6.2% |
| 3Y | +66.3% | +32.8% | +33.5% | +31.8% |
| 5Y | +111.0% | +7.0% | +103.9% | +96.3% |
| 10Y | +662.9% | +83.8% | +579.1% | +389.0% |
| All | +913.0% | +111.8% | +801.2% | +523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling