+49.9%
XLE vs CTAS
+25.6%
+24.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -4.7% |
| 7D | -7.2% | +7.6% | -14.8% | -7.4% |
| 30D | +0.1% | +17.2% | -17.1% | -0.1% |
| 3M | +9.2% | +12.8% | -3.6% | +9.0% |
| 6M | +8.4% | +38.0% | -29.6% | +7.4% |
| YTD | +44.9% | +22.7% | +22.2% | +46.6% |
| 1Y | +49.9% | +25.6% | +24.2% | +50.3% |
| All | +49.9% | +25.6% | +24.2% | +50.3% |
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