+136.2%
XLP vs CTAS
+817.6%
-681.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +8.2% | +10.2% | -2.1% | +5.0% |
| 3M | +7.7% | +12.1% | -4.4% | +4.0% |
| 6M | +9.3% | +38.3% | -29.0% | -1.2% |
| YTD | +19.5% | +21.9% | -2.4% | +11.9% |
| 1Y | +21.0% | +24.0% | -3.0% | +12.7% |
| 3Y | +43.2% | +75.1% | -31.9% | +18.5% |
| 5Y | +42.7% | +116.9% | -74.2% | +9.2% |
| All | +136.2% | +817.6% | -681.5% | +27.2% |
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