+818.6%
CTAS vs XME
+266.4%
+552.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.8% |
| 7D | +0.5% | +5.3% | -4.9% | -1.4% |
| 30D | +10.2% | -8.2% | +18.4% | +12.9% |
| 3M | +12.1% | -18.4% | +30.5% | +19.0% |
| 6M | +38.3% | -22.8% | +61.1% | +48.1% |
| YTD | +21.9% | -7.9% | +29.8% | +20.3% |
| 1Y | +24.0% | -0.9% | +24.9% | +18.6% |
| 3Y | +75.1% | +96.0% | -20.8% | +21.7% |
| 5Y | +116.9% | +110.3% | +6.6% | +39.7% |
| All | +818.6% | +266.4% | +552.2% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling