+136.0%
XLC vs CTAS
+419.2%
-283.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.3% |
| 7D | +3.7% | +1.7% | +2.0% | +2.9% |
| 30D | -1.9% | +8.4% | -10.4% | -5.5% |
| 3M | -3.1% | +13.0% | -16.1% | -8.5% |
| 6M | -6.4% | +39.1% | -45.4% | -20.0% |
| YTD | -6.8% | +21.2% | -28.0% | -15.5% |
| 1Y | -1.7% | +21.6% | -23.3% | -11.0% |
| 3Y | +64.7% | +73.2% | -8.6% | +23.4% |
| 5Y | +41.1% | +115.7% | -74.6% | -5.7% |
| All | +136.0% | +419.2% | -283.2% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling