+81.6%
XLF vs CTAS
+74.7%
+6.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +2.7% | +2.0% | +0.7% | +2.0% |
| 30D | +7.6% | +8.7% | -1.1% | +4.6% |
| 3M | +1.1% | +13.3% | -12.2% | -3.2% |
| 6M | +15.9% | +39.4% | -23.5% | +2.4% |
| YTD | +8.4% | +21.5% | -13.0% | +0.7% |
| 1Y | +12.5% | +21.9% | -9.4% | +4.2% |
| 3Y | +81.6% | +73.6% | +7.9% | +53.0% |
| All | +81.6% | +74.7% | +6.8% | +53.0% |
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