+671.2%
CTAS vs XYL
+149.5%
+521.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | -3.1% | -13.2% | +10.1% | +4.5% |
| 3M | +10.3% | -0.2% | +10.4% | +10.0% |
| 6M | +1.6% | -12.5% | +14.1% | +8.4% |
| YTD | +6.3% | -20.9% | +27.2% | +18.8% |
| 1Y | -0.5% | -21.6% | +21.1% | +11.5% |
| 3Y | +64.6% | +16.1% | +48.4% | +42.2% |
| 5Y | +106.0% | -15.6% | +121.6% | +110.9% |
| All | +671.2% | +149.5% | +521.7% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling