+70.0%
XLE vs CTAS
+74.7%
-4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +5.4% | +2.0% | +3.4% | +5.1% |
| 30D | -3.9% | +8.7% | -12.6% | -5.4% |
| 3M | +7.0% | +13.3% | -6.3% | +4.6% |
| 6M | +14.2% | +39.4% | -25.2% | +6.6% |
| YTD | +48.2% | +21.5% | +26.7% | +42.5% |
| 1Y | +47.7% | +21.9% | +25.8% | +41.9% |
| 3Y | +70.0% | +73.6% | -3.6% | +59.6% |
| All | +70.0% | +74.7% | -4.7% | +59.6% |
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