+103.1%
XLP vs CTAS
+652.1%
-548.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -0.9% | -0.2% | -0.7% | -0.8% |
| 3M | +3.8% | +11.7% | -7.9% | +0.2% |
| 6M | -1.7% | +0.7% | -2.4% | -2.3% |
| YTD | +10.3% | +7.4% | +2.8% | +7.4% |
| 1Y | +7.8% | -2.1% | +9.9% | +7.9% |
| 3Y | +27.2% | +62.9% | -35.7% | +7.4% |
| 5Y | +32.5% | +111.9% | -79.4% | +2.2% |
| All | +103.1% | +652.1% | -548.9% | +13.7% |
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 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