+1,477.5%
XLK vs CTAS
+2,568.9%
-1,091.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -0.1% | -1.0% | +0.9% | +0.3% |
| 3M | +2.1% | +15.8% | -13.6% | -6.1% |
| 6M | +37.2% | -1.0% | +38.2% | +35.4% |
| YTD | +30.8% | +7.4% | +23.4% | +23.8% |
| 1Y | +42.6% | -0.1% | +42.8% | +39.4% |
| 3Y | +121.8% | +66.3% | +55.5% | +66.3% |
| 5Y | +145.7% | +111.0% | +34.7% | +64.8% |
| 10Y | +782.1% | +662.9% | +119.2% | +211.2% |
| All | +1,477.5% | +2,568.9% | -1,091.4% | +193.4% |
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