+261.8%
XOM vs CTAS
+110.0%
+151.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | 0.0% | +1.0% | -0.9% | -0.2% |
| 30D | +3.4% | -1.1% | +4.5% | +3.6% |
| 3M | +11.0% | +11.5% | -0.5% | +8.2% |
| 6M | +10.6% | +0.2% | +10.5% | +10.4% |
| YTD | +39.2% | +7.2% | +32.0% | +36.7% |
| 1Y | +52.7% | 0.0% | +52.7% | +52.3% |
| 3Y | +56.8% | +65.9% | -9.1% | +34.3% |
| 5Y | +261.8% | +109.6% | +152.2% | +183.9% |
| All | +261.8% | +110.0% | +151.7% | +183.9% |
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