+99.4%
XBI vs CTAS
+67.2%
+32.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -4.6% | +0.5% | -5.2% | -4.8% |
| 30D | -2.0% | -0.7% | -1.3% | -1.9% |
| 3M | +17.8% | +11.1% | +6.7% | +14.0% |
| 6M | +23.7% | +2.1% | +21.6% | +23.1% |
| YTD | +28.2% | +8.0% | +20.3% | +24.9% |
| 1Y | +64.0% | -0.5% | +64.4% | +64.3% |
| 3Y | +99.4% | +66.2% | +33.2% | +64.4% |
| All | +99.4% | +67.2% | +32.2% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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