+33.6%
XLY vs CTAS
+67.2%
-33.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | -4.2% | -0.7% | -3.5% | -4.0% |
| 3M | -2.7% | +11.1% | -13.8% | -6.8% |
| 6M | -0.6% | +2.1% | -2.8% | -1.6% |
| YTD | -5.0% | +8.0% | -13.0% | -8.2% |
| 1Y | -4.1% | -0.5% | -3.6% | -4.2% |
| 3Y | +33.6% | +66.2% | -32.6% | +2.1% |
| All | +33.6% | +67.2% | -33.6% | +2.1% |
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