+42.0%
XLP vs CTAS
+109.9%
-68.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +0.7% | +1.2% | -0.4% | +0.4% |
| 30D | +10.3% | +12.8% | -2.5% | +6.1% |
| 3M | +6.5% | +10.3% | -3.7% | +3.1% |
| 6M | +8.4% | +32.0% | -23.6% | -1.2% |
| YTD | +18.2% | +19.1% | -0.9% | +11.1% |
| 1Y | +22.4% | +21.5% | +0.9% | +14.3% |
| 3Y | +41.9% | +76.0% | -34.1% | +13.3% |
| All | +42.0% | +109.9% | -68.0% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling