+20.9%
XLB vs CTAS
+23.8%
-2.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.1% |
| 30D | +5.3% | +10.2% | -5.0% | +3.1% |
| 3M | 0.0% | +12.1% | -12.1% | -2.4% |
| 6M | +1.2% | +38.3% | -37.1% | -6.4% |
| YTD | +16.9% | +21.9% | -5.0% | +11.6% |
| 1Y | +20.9% | +24.0% | -3.1% | +14.0% |
| All | +20.9% | +23.8% | -2.9% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling