+49.0%
XEL vs CTAS
+115.9%
-66.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | +2.4% | +2.0% | +0.5% | +1.8% |
| 30D | +8.3% | +8.7% | -0.4% | +5.4% |
| 3M | +4.2% | +13.3% | -9.1% | 0.0% |
| 6M | +3.7% | +39.4% | -35.7% | -7.5% |
| YTD | +13.1% | +21.5% | -8.4% | +5.3% |
| 1Y | +5.0% | +21.9% | -16.9% | -2.3% |
| 3Y | +55.0% | +73.6% | -18.7% | +22.5% |
| All | +49.0% | +115.9% | -66.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling