+818.4%
CTAS vs XRT
+147.6%
+670.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.7% | +4.1% | -3.4% | -1.4% |
| 30D | +11.3% | +9.9% | +1.4% | +6.1% |
| 3M | +11.4% | +2.3% | +9.2% | +10.0% |
| 6M | +35.6% | +9.6% | +26.1% | +29.3% |
| YTD | +20.7% | +9.1% | +11.6% | +14.9% |
| 1Y | +22.8% | +16.2% | +6.6% | +13.2% |
| 3Y | +73.4% | +60.1% | +13.3% | +32.0% |
| 5Y | +117.6% | -0.5% | +118.1% | +108.7% |
| 10Y | +818.4% | +145.1% | +673.3% | +314.4% |
| All | +818.4% | +147.6% | +670.9% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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