+561.3%
XLP vs CTAS
+2,913.8%
-2,352.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | +3.5% | +3.8% | -0.3% | +2.6% |
| 30D | +11.6% | +15.5% | -4.0% | +7.7% |
| 3M | +7.6% | +12.7% | -5.1% | +4.5% |
| 6M | +10.0% | +34.5% | -24.5% | +2.2% |
| YTD | +19.7% | +21.3% | -1.6% | +13.8% |
| 1Y | +23.5% | +23.1% | +0.4% | +16.9% |
| 3Y | +44.0% | +79.3% | -35.4% | +23.5% |
| 5Y | +42.7% | +114.7% | -72.0% | +16.4% |
| 10Y | +131.3% | +867.1% | -735.8% | +30.4% |
| All | +561.3% | +2,913.8% | -2,352.5% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling