+51.1%
XOM vs CTAS
-0.4%
+51.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.9% | -1.3% | +3.2% | +1.9% |
| 30D | +4.1% | -3.1% | +7.1% | +4.3% |
| 3M | +10.4% | +10.3% | +0.1% | +9.5% |
| 6M | +13.0% | +1.6% | +11.4% | +15.0% |
| YTD | +40.1% | +6.3% | +33.7% | +41.6% |
| 1Y | +51.1% | -0.5% | +51.6% | +52.0% |
| All | +51.1% | -0.4% | +51.5% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling