+113.3%
CTAS vs XRT
-5.3%
+118.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +1.2% | +0.9% | +0.3% | +0.8% |
| 30D | +12.8% | +7.9% | +4.8% | +9.3% |
| 3M | +10.3% | -0.2% | +10.5% | +10.2% |
| 6M | +32.0% | +5.6% | +26.4% | +29.0% |
| YTD | +19.1% | +5.7% | +13.5% | +16.1% |
| 1Y | +21.5% | +14.6% | +6.9% | +14.7% |
| 3Y | +76.0% | +50.7% | +25.4% | +45.5% |
| All | +113.3% | -5.3% | +118.7% | +113.2% |
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