+191.6%
XOM vs CTAS
+675.6%
-484.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.4% |
| 30D | +4.1% | -3.1% | +7.1% | +5.3% |
| 3M | +10.4% | +10.3% | +0.1% | +5.4% |
| 6M | +13.0% | +1.6% | +11.4% | +11.2% |
| YTD | +40.1% | +6.3% | +33.7% | +35.0% |
| 1Y | +51.1% | -0.5% | +51.6% | +49.6% |
| 3Y | +57.7% | +64.6% | -6.9% | +19.9% |
| 5Y | +264.7% | +106.0% | +158.7% | +142.3% |
| All | +191.6% | +675.6% | -484.1% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling