+896.5%
XLV vs CTAS
+2,562.8%
-1,666.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.7% | +1.0% | -4.7% | -4.0% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +8.2% | +11.5% | -3.3% | +4.4% |
| 6M | +8.9% | +0.2% | +8.7% | +8.4% |
| YTD | +8.5% | +7.2% | +1.4% | +5.7% |
| 1Y | +22.3% | 0.0% | +22.3% | +21.5% |
| 3Y | +32.6% | +65.9% | -33.3% | +11.2% |
| 5Y | +34.4% | +109.6% | -75.2% | +4.0% |
| 10Y | +175.4% | +683.8% | -508.4% | +38.5% |
| All | +896.5% | +2,562.8% | -1,666.3% | +216.3% |
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