+46.7%
XLU vs CTAS
+64.7%
-18.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -2.5% | -3.1% | +0.5% | -1.8% |
| 3M | -2.7% | +10.3% | -13.0% | -5.4% |
| 6M | -7.5% | +1.6% | -9.1% | -8.1% |
| YTD | +0.9% | +6.3% | -5.4% | -1.1% |
| 1Y | +3.3% | -0.5% | +3.8% | +3.1% |
| All | +46.7% | +64.7% | -18.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling