+2,856.7%
CTAS vs XRT
+552.1%
+2,304.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -1.7% |
| 7D | -0.7% | +2.5% | -3.2% | -2.2% |
| 30D | +10.3% | +10.3% | -0.1% | +4.2% |
| 3M | +10.2% | +2.4% | +7.8% | +8.5% |
| 6M | +34.4% | +10.0% | +24.4% | +26.9% |
| YTD | +19.6% | +9.5% | +10.0% | +12.7% |
| 1Y | +21.8% | +17.2% | +4.6% | +10.4% |
| 3Y | +74.1% | +62.0% | +12.1% | +27.1% |
| 5Y | +114.0% | -2.1% | +116.1% | +102.6% |
| 10Y | +813.9% | +152.6% | +661.4% | +334.9% |
| All | +2,856.7% | +552.1% | +2,304.6% | +570.9% |
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