+816.1%
XLB vs CTAS
+2,859.9%
-2,043.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | +6.1% | +12.8% | -6.7% | +0.9% |
| 3M | 0.0% | +10.3% | -10.2% | -4.1% |
| 6M | 0.0% | +32.0% | -32.0% | -11.4% |
| YTD | +16.0% | +19.1% | -3.1% | +6.9% |
| 1Y | +24.7% | +21.5% | +3.3% | +14.0% |
| 3Y | +40.4% | +76.0% | -35.7% | +8.8% |
| 5Y | +30.7% | +110.9% | -80.2% | -6.4% |
| 10Y | +173.3% | +849.8% | -676.5% | +6.5% |
| All | +816.1% | +2,859.9% | -2,043.8% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling