+134.0%
XLC vs CTAS
+417.0%
-283.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | +6.2% | +0.7% | +5.5% | +5.9% |
| 30D | -2.4% | +11.3% | -13.7% | -7.1% |
| 3M | -3.3% | +11.4% | -14.7% | -8.2% |
| 6M | -7.3% | +35.6% | -42.9% | -19.9% |
| YTD | -7.6% | +20.7% | -28.3% | -16.0% |
| 1Y | -3.7% | +22.8% | -26.5% | -13.2% |
| 3Y | +62.9% | +73.4% | -10.5% | +22.0% |
| 5Y | +41.6% | +117.6% | -75.9% | -5.7% |
| All | +134.0% | +417.0% | -283.0% | -3.0% |
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 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