+30.8%
XLV vs CTAS
+67.2%
-36.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | -3.6% | +0.5% | -4.1% | -3.7% |
| 30D | -1.8% | -0.7% | -1.1% | -1.6% |
| 3M | +7.8% | +11.1% | -3.3% | +4.5% |
| 6M | +9.1% | +2.1% | +7.0% | +8.1% |
| YTD | +7.7% | +8.0% | -0.2% | +4.9% |
| 1Y | +20.4% | -0.5% | +20.9% | +19.9% |
| 3Y | +30.8% | +66.2% | -35.4% | +12.5% |
| All | +30.8% | +67.2% | -36.5% | +12.5% |
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