+73.8%
XLI vs CTAS
+118.7%
-45.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | +1.1% | +10.7% | -9.7% | -3.5% |
| 3M | -7.7% | +11.0% | -18.7% | -12.1% |
| 6M | -1.8% | +38.7% | -40.6% | -16.6% |
| YTD | +11.1% | +21.8% | -10.7% | +0.4% |
| 1Y | +12.1% | +23.6% | -11.5% | +0.5% |
| 3Y | +73.8% | +74.9% | -1.1% | +24.5% |
| 5Y | +73.8% | +119.5% | -45.7% | +4.7% |
| All | +73.8% | +118.7% | -45.0% | +4.7% |
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