+73.6%
CTAS vs XRT
+58.7%
+15.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +2.0% | +1.7% | +0.2% | +1.3% |
| 30D | +8.7% | +7.5% | +1.2% | +5.8% |
| 3M | +13.3% | +2.2% | +11.1% | +12.2% |
| 6M | +39.4% | +14.7% | +24.7% | +32.9% |
| YTD | +21.5% | +7.5% | +14.0% | +18.0% |
| 1Y | +21.9% | +14.1% | +7.8% | +16.1% |
| 3Y | +73.6% | +58.8% | +14.9% | +51.8% |
| All | +73.6% | +58.7% | +15.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling