-1.7%
XLC vs CTAS
+23.6%
-25.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.7% | +2.0% | +1.7% | +3.3% |
| 30D | -1.9% | +8.7% | -10.6% | -3.8% |
| 3M | -3.1% | +13.3% | -16.4% | -5.9% |
| 6M | -6.4% | +39.4% | -45.7% | -14.2% |
| YTD | -6.8% | +21.5% | -28.3% | -11.0% |
| 1Y | -1.7% | +21.9% | -23.6% | -6.3% |
| All | -1.7% | +23.6% | -25.3% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling