+66.3%
CTAS vs XME
+133.5%
-67.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.2% | +6.0% | -6.2% | -0.9% |
| 3M | +11.7% | -7.7% | +19.4% | +13.3% |
| 6M | +0.7% | +1.0% | -0.2% | +0.2% |
| YTD | +7.4% | +14.6% | -7.2% | +3.5% |
| 1Y | -2.1% | +46.0% | -48.1% | -11.9% |
| All | +66.3% | +133.5% | -67.2% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling