+167.7%
XLB vs CTAS
+848.9%
-681.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -1.4% | -0.7% | -0.6% | -1.0% |
| 30D | +7.1% | +10.3% | -3.2% | +2.0% |
| 3M | +0.6% | +10.2% | -9.6% | -4.3% |
| 6M | +3.5% | +34.4% | -30.9% | -11.6% |
| YTD | +18.2% | +19.6% | -1.3% | +6.8% |
| 1Y | +25.6% | +21.8% | +3.8% | +12.3% |
| 3Y | +46.7% | +74.1% | -27.5% | +6.1% |
| 5Y | +30.9% | +114.0% | -83.1% | -16.2% |
| 10Y | +167.7% | +813.9% | -646.2% | -10.6% |
| All | +167.7% | +848.9% | -681.2% | -10.6% |
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