+36.0%
XLB vs CTAS
+66.0%
-30.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.8% |
| 30D | -0.4% | -0.2% | -0.2% | -0.3% |
| 3M | +2.0% | +11.7% | -9.7% | -2.2% |
| 6M | +1.8% | +0.7% | +1.1% | +1.4% |
| YTD | +16.6% | +7.4% | +9.2% | +13.2% |
| 1Y | +16.9% | -2.1% | +19.0% | +17.4% |
| All | +36.0% | +66.0% | -30.0% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling