+80.4%
XLI vs CTAS
+107.0%
-26.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.3% | -1.3% | -1.0% | -1.7% |
| 30D | -8.2% | -3.1% | -5.1% | -6.9% |
| 3M | +0.8% | +10.3% | -9.5% | -4.4% |
| 6M | +0.8% | +1.6% | -0.8% | -0.7% |
| YTD | +10.5% | +6.3% | +4.2% | +6.2% |
| 1Y | +14.1% | -0.5% | +14.6% | +13.2% |
| 3Y | +68.6% | +64.6% | +4.0% | +22.6% |
| 5Y | +80.4% | +106.0% | -25.6% | +11.1% |
| All | +80.4% | +107.0% | -26.6% | +11.1% |
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