+211.6%
XOM vs CTAS
+115.9%
+95.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +2.8% | +2.0% | +0.9% | +2.5% |
| 30D | -3.6% | +8.7% | -12.3% | -5.3% |
| 3M | +8.2% | +13.3% | -5.0% | +5.4% |
| 6M | +14.0% | +39.4% | -25.3% | +6.0% |
| YTD | +44.6% | +21.5% | +23.1% | +38.4% |
| 1Y | +47.8% | +21.9% | +25.9% | +41.3% |
| 3Y | +79.6% | +73.6% | +5.9% | +54.2% |
| All | +211.6% | +115.9% | +95.7% | +149.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling