+820.5%
XLB vs CTAS
+2,568.5%
-1,748.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | -0.4% | -0.2% | -0.2% | -0.3% |
| 3M | +2.0% | +11.7% | -9.7% | -3.0% |
| 6M | +1.8% | +0.7% | +1.1% | +0.7% |
| YTD | +16.6% | +7.4% | +9.2% | +12.3% |
| 1Y | +16.9% | -2.1% | +19.0% | +16.8% |
| 3Y | +32.6% | +62.9% | -30.4% | +6.1% |
| 5Y | +35.6% | +111.9% | -76.2% | -2.9% |
| 10Y | +160.0% | +652.2% | -492.2% | +11.1% |
| All | +820.5% | +2,568.5% | -1,748.0% | +116.0% |
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 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