+73.6%
CTAS vs XYL
-0.5%
+74.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +2.0% | -3.7% | +5.7% | +3.2% |
| 30D | +8.7% | -8.3% | +17.0% | +11.3% |
| 3M | +13.3% | -21.4% | +34.7% | +21.6% |
| 6M | +39.4% | -12.9% | +52.3% | +44.9% |
| YTD | +21.5% | -30.1% | +51.6% | +34.3% |
| 1Y | +21.9% | -35.2% | +57.0% | +38.5% |
| 3Y | +73.6% | -0.8% | +74.4% | +52.9% |
| All | +73.6% | -0.5% | +74.1% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling