+2,846.1%
CTAS vs XRT
+529.0%
+2,317.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.8% |
| 7D | +1.2% | +0.9% | +0.3% | +0.6% |
| 30D | +12.8% | +7.9% | +4.8% | +7.9% |
| 3M | +10.3% | -0.2% | +10.5% | +10.2% |
| 6M | +32.0% | +5.6% | +26.4% | +27.6% |
| YTD | +19.1% | +5.7% | +13.5% | +14.7% |
| 1Y | +21.5% | +14.6% | +6.9% | +11.6% |
| 3Y | +76.0% | +50.7% | +25.4% | +33.9% |
| 5Y | +110.9% | -4.8% | +115.7% | +102.8% |
| 10Y | +849.8% | +152.6% | +697.2% | +351.0% |
| All | +2,846.1% | +529.0% | +2,317.0% | +582.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling