+2,556.0%
CTAS vs XRT
+514.3%
+2,041.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.8% | +0.8% | -2.6% | -2.3% |
| 30D | -0.2% | -4.2% | +4.0% | +2.1% |
| 3M | +11.7% | +5.1% | +6.6% | +8.5% |
| 6M | +0.7% | +2.4% | -1.7% | -1.0% |
| YTD | +7.4% | +3.2% | +4.2% | +4.9% |
| 1Y | -2.1% | +1.5% | -3.6% | -3.8% |
| 3Y | +62.9% | +40.6% | +22.4% | +29.1% |
| 5Y | +111.9% | -1.0% | +112.9% | +98.3% |
| 10Y | +652.2% | +128.4% | +523.8% | +280.4% |
| All | +2,556.0% | +514.3% | +2,041.7% | +524.4% |
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