+164.7%
XLB vs CTAS
+817.6%
-652.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +5.3% | +10.2% | -5.0% | +0.2% |
| 3M | 0.0% | +12.1% | -12.1% | -5.7% |
| 6M | +1.2% | +38.3% | -37.1% | -14.7% |
| YTD | +16.9% | +21.9% | -5.0% | +4.6% |
| 1Y | +20.9% | +24.0% | -3.1% | +7.1% |
| 3Y | +43.3% | +75.1% | -31.8% | +3.5% |
| 5Y | +28.3% | +116.9% | -88.6% | -18.4% |
| All | +164.7% | +817.6% | -652.9% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling