+1,890.4%
XEL vs CTAS
+23,129.2%
-21,238.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.0% | -1.8% | +0.9% | -0.6% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | -1.9% | +11.7% | -13.6% | -4.3% |
| 6M | -7.4% | +0.7% | -8.2% | -7.9% |
| YTD | +4.1% | +7.4% | -3.4% | +2.1% |
| 1Y | +8.0% | -2.1% | +10.2% | +8.0% |
| 3Y | +48.4% | +62.9% | -14.5% | +32.7% |
| 5Y | +27.2% | +111.9% | -84.6% | +7.4% |
| 10Y | +146.8% | +652.2% | -505.4% | +60.9% |
| All | +1,890.4% | +23,129.2% | -21,238.9% | +735.0% |
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