+926.8%
XBI vs CTAS
+2,501.2%
-1,574.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -3.6% | +1.0% | -4.6% | -4.1% |
| 30D | +0.9% | -1.1% | +1.9% | +1.3% |
| 3M | +21.4% | +11.5% | +9.9% | +13.6% |
| 6M | +25.5% | +0.2% | +25.3% | +23.6% |
| YTD | +30.8% | +7.2% | +23.7% | +24.0% |
| 1Y | +68.6% | 0.0% | +68.6% | +65.2% |
| 3Y | +103.9% | +65.9% | +38.0% | +48.5% |
| 5Y | +20.8% | +109.6% | -88.8% | -22.6% |
| 10Y | +164.0% | +683.8% | -519.8% | -24.5% |
| All | +926.8% | +2,501.2% | -1,574.4% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling