+66.3%
CTAS vs XYL
+18.1%
+48.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -1.0% |
| 7D | 0.0% | +1.8% | -1.8% | -0.6% |
| 30D | -1.0% | -9.2% | +8.2% | +2.1% |
| 3M | +15.8% | -0.3% | +16.0% | +15.9% |
| 6M | -1.0% | -11.0% | +10.0% | +2.5% |
| YTD | +7.4% | -19.2% | +26.6% | +14.2% |
| 1Y | -0.1% | -21.2% | +21.1% | +7.0% |
| 3Y | +66.3% | +18.6% | +47.7% | +46.9% |
| All | +66.3% | +18.1% | +48.2% | +46.9% |
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