+111.0%
CTAS vs XRT
-1.7%
+112.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.9% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -1.0% | -5.6% | +4.6% | +1.2% |
| 3M | +15.8% | +2.5% | +13.2% | +14.6% |
| 6M | -1.0% | +3.7% | -4.7% | -2.5% |
| YTD | +7.4% | +1.0% | +6.5% | +6.7% |
| 1Y | -0.1% | -1.2% | +1.1% | -0.1% |
| 3Y | +66.3% | +43.4% | +22.9% | +40.3% |
| 5Y | +111.0% | -0.7% | +111.7% | +101.0% |
| All | +111.0% | -1.7% | +112.7% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling