+835.0%
XLB vs CTAS
+2,925.1%
-2,090.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -1.6% | -0.8% | -0.9% | -1.3% |
| 30D | +7.2% | +10.7% | -3.5% | +2.8% |
| 3M | 0.0% | +11.0% | -10.9% | -4.3% |
| 6M | +2.3% | +38.7% | -36.4% | -11.1% |
| YTD | +18.4% | +21.8% | -3.3% | +8.2% |
| 1Y | +23.3% | +23.6% | -0.2% | +12.0% |
| 3Y | +45.2% | +74.9% | -29.8% | +12.8% |
| 5Y | +31.0% | +119.5% | -88.5% | -7.7% |
| 10Y | +168.8% | +820.2% | -651.4% | +5.9% |
| All | +835.0% | +2,925.1% | -2,090.1% | +108.2% |
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