+22.7%
XLP vs CTAS
+23.6%
-0.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | +2.5% | +2.0% | +0.5% | +1.9% |
| 30D | +7.3% | +8.7% | -1.4% | +4.7% |
| 3M | +8.1% | +13.3% | -5.2% | +4.3% |
| 6M | +10.5% | +39.4% | -28.9% | +1.4% |
| YTD | +21.2% | +21.5% | -0.3% | +13.4% |
| 1Y | +22.7% | +21.9% | +0.8% | +14.7% |
| All | +22.7% | +23.6% | -0.9% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling