+36.5%
XLB vs CTAS
+114.7%
-78.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -1.7% | -1.0% | -0.7% | -1.3% |
| 3M | +4.4% | +15.8% | -11.4% | -3.1% |
| 6M | +5.0% | -1.0% | +6.0% | +5.0% |
| YTD | +15.5% | +7.4% | +8.0% | +10.6% |
| 1Y | +14.9% | -0.1% | +15.1% | +14.1% |
| 3Y | +34.5% | +66.3% | -31.8% | -3.0% |
| 5Y | +36.5% | +111.0% | -74.4% | -17.8% |
| All | +36.5% | +114.7% | -78.2% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling