+649.7%
XLU vs CTAS
+2,568.9%
-1,919.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | -0.4% | -1.0% | +0.6% | -0.1% |
| 3M | +0.5% | +15.8% | -15.3% | -3.7% |
| 6M | -5.8% | -1.0% | -4.8% | -6.0% |
| YTD | +3.1% | +7.4% | -4.3% | +0.6% |
| 1Y | +8.1% | -0.1% | +8.2% | +7.3% |
| 3Y | +50.5% | +66.3% | -15.8% | +28.9% |
| 5Y | +44.7% | +111.0% | -66.3% | +15.5% |
| 10Y | +136.8% | +662.9% | -526.1% | +32.6% |
| All | +649.7% | +2,568.9% | -1,919.2% | +171.0% |
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