+1,101.4%
XLY vs CTAS
+2,562.8%
-1,461.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | -6.0% | -1.1% | -5.0% | -5.6% |
| 3M | -2.7% | +11.5% | -14.3% | -7.7% |
| 6M | -1.5% | +0.2% | -1.6% | -2.4% |
| YTD | -5.4% | +7.2% | -12.6% | -9.1% |
| 1Y | -3.8% | 0.0% | -3.8% | -4.9% |
| 3Y | +36.6% | +65.9% | -29.3% | +7.3% |
| 5Y | +27.4% | +109.6% | -82.2% | -9.1% |
| 10Y | +218.2% | +683.8% | -465.5% | +28.1% |
| All | +1,101.4% | +2,562.8% | -1,461.4% | +165.6% |
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