+44.2%
XLU vs CTAS
+107.2%
-63.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -3.3% | -0.7% | -2.6% | -3.1% |
| 3M | -3.2% | +11.1% | -14.2% | -6.9% |
| 6M | -7.0% | +2.1% | -9.1% | -8.0% |
| YTD | +0.6% | +8.0% | -7.3% | -2.7% |
| 1Y | +2.4% | -0.5% | +2.9% | +2.0% |
| 3Y | +46.3% | +66.2% | -20.0% | +15.1% |
| All | +44.2% | +107.2% | -63.0% | +1.5% |
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 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