+58.1%
XLE vs CTAS
+75.4%
-17.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -12.0% | +1.2% | -13.2% | -12.2% |
| 30D | -2.7% | +12.8% | -15.5% | -4.8% |
| 3M | +6.6% | +10.3% | -3.7% | +4.6% |
| 6M | +9.5% | +32.0% | -22.5% | +3.4% |
| YTD | +40.6% | +19.1% | +21.4% | +35.7% |
| 1Y | +43.6% | +21.5% | +22.1% | +37.9% |
| 3Y | +58.1% | +76.0% | -18.0% | +49.5% |
| All | +58.1% | +75.4% | -17.3% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling