+142.5%
XLC vs CTAS
+360.1%
-217.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | -1.8% | +1.0% | 0.0% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | -0.7% | +11.7% | -12.4% | -6.0% |
| 6M | -5.1% | +0.7% | -5.9% | -6.1% |
| YTD | -4.3% | +7.4% | -11.7% | -8.1% |
| 1Y | -0.6% | -2.1% | +1.5% | -0.6% |
| 3Y | +72.7% | +62.9% | +9.8% | +32.9% |
| 5Y | +38.0% | +111.9% | -73.9% | -6.7% |
| All | +142.5% | +360.1% | -217.6% | +6.1% |
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 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