+139.9%
XLC vs CTAS
+359.1%
-219.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | -0.9% | -1.1% | +0.2% | -0.5% |
| 3M | -0.3% | +11.5% | -11.8% | -5.5% |
| 6M | -5.2% | +0.2% | -5.3% | -5.9% |
| YTD | -5.3% | +7.2% | -12.5% | -9.0% |
| 1Y | -2.8% | 0.0% | -2.8% | -3.8% |
| 3Y | +71.2% | +65.9% | +5.3% | +30.6% |
| 5Y | +37.6% | +109.6% | -72.0% | -6.5% |
| All | +139.9% | +359.1% | -219.2% | +5.1% |
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