+69.8%
XLI vs CTAS
+66.0%
+3.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | -6.9% | -1.1% | -5.9% | -6.6% |
| 3M | -1.9% | +11.5% | -13.4% | -6.1% |
| 6M | +1.0% | +0.2% | +0.9% | +0.8% |
| YTD | +11.3% | +7.2% | +4.2% | +7.9% |
| 1Y | +15.8% | 0.0% | +15.8% | +15.4% |
| All | +69.8% | +66.0% | +3.7% | +36.6% |
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