+1,117.4%
XLI vs CTAS
+2,568.5%
-1,451.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | -1.8% | +0.8% | -0.3% |
| 30D | -5.9% | -0.2% | -5.7% | -5.9% |
| 3M | -0.3% | +11.7% | -11.9% | -5.6% |
| 6M | +0.1% | +0.7% | -0.6% | -1.2% |
| YTD | +13.6% | +7.4% | +6.2% | +9.0% |
| 1Y | +17.2% | -2.1% | +19.3% | +16.8% |
| 3Y | +68.2% | +62.9% | +5.3% | +33.0% |
| 5Y | +80.7% | +111.9% | -31.2% | +27.0% |
| 10Y | +253.3% | +652.2% | -398.9% | +44.2% |
| All | +1,117.4% | +2,568.5% | -1,451.1% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling