+3,224.8%
CTAS vs XYL
+449.8%
+2,775.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.7% |
| 7D | -1.8% | -5.0% | +3.2% | +0.6% |
| 30D | -0.2% | -13.2% | +13.0% | +6.8% |
| 3M | +11.7% | -3.7% | +15.4% | +13.4% |
| 6M | +0.7% | -17.7% | +18.4% | +9.9% |
| YTD | +7.4% | -21.5% | +28.9% | +19.2% |
| 1Y | -2.1% | -24.5% | +22.4% | +10.5% |
| 3Y | +62.9% | +6.9% | +56.0% | +50.8% |
| 5Y | +111.9% | -18.1% | +130.0% | +119.7% |
| 10Y | +652.2% | +134.7% | +517.5% | +381.9% |
| All | +3,224.8% | +449.8% | +2,775.0% | +1,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling