+164.5%
XLB vs CTAS
+665.9%
-501.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | -2.9% | +1.0% | -3.9% | -3.4% |
| 30D | -3.4% | -1.1% | -2.3% | -2.9% |
| 3M | +1.6% | +11.5% | -9.9% | -4.3% |
| 6M | +3.6% | +0.2% | +3.5% | +2.6% |
| YTD | +14.2% | +7.2% | +7.1% | +9.1% |
| 1Y | +15.6% | 0.0% | +15.6% | +14.2% |
| 3Y | +33.1% | +65.9% | -32.8% | -1.6% |
| 5Y | +35.0% | +109.6% | -74.5% | -12.7% |
| 10Y | +164.5% | +683.8% | -519.2% | -9.5% |
| All | +164.5% | +665.9% | -501.3% | -9.5% |
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 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