+128.8%
XLP vs CTAS
+848.9%
-720.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +8.9% | +10.3% | -1.3% | +5.8% |
| 3M | +7.5% | +10.2% | -2.7% | +4.3% |
| 6M | +9.4% | +34.4% | -24.9% | -0.2% |
| YTD | +19.3% | +19.6% | -0.3% | +12.4% |
| 1Y | +21.7% | +21.8% | -0.1% | +14.0% |
| 3Y | +44.0% | +74.1% | -30.2% | +19.3% |
| 5Y | +42.8% | +114.0% | -71.3% | +9.7% |
| 10Y | +128.8% | +813.9% | -685.2% | +21.4% |
| All | +128.8% | +848.9% | -720.1% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling