+218.0%
XLE vs CTAS
+113.1%
+104.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +11.8% | -0.2% | +12.0% | +11.8% |
| 3M | +9.8% | +11.7% | -1.9% | +6.1% |
| 6M | +15.6% | +0.7% | +14.9% | +15.0% |
| YTD | +45.3% | +7.4% | +37.8% | +41.6% |
| 1Y | +48.3% | -2.1% | +50.4% | +48.7% |
| 3Y | +55.4% | +62.9% | -7.5% | +29.9% |
| All | +218.0% | +113.1% | +104.9% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling