+54.6%
XLE vs CTAS
+63.6%
-8.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | +11.8% | -0.2% | +12.0% | +11.8% |
| 3M | +9.8% | +11.7% | -1.9% | +7.1% |
| 6M | +15.6% | +0.7% | +14.9% | +15.6% |
| YTD | +45.3% | +7.4% | +37.8% | +42.9% |
| 1Y | +48.3% | -2.1% | +50.4% | +49.3% |
| All | +54.6% | +63.6% | -8.9% | +40.2% |
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