+4,261.5%
XOM vs CTAS
+23,129.2%
-18,867.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +1.8% | -1.8% | +3.6% | +2.2% |
| 30D | +5.9% | -0.2% | +6.1% | +5.9% |
| 3M | +5.6% | +11.7% | -6.1% | +2.2% |
| 6M | +7.9% | +0.7% | +7.1% | +7.0% |
| YTD | +35.2% | +7.4% | +27.8% | +31.8% |
| 1Y | +46.0% | -2.1% | +48.1% | +45.7% |
| 3Y | +55.0% | +62.9% | -7.9% | +33.5% |
| 5Y | +246.3% | +111.9% | +134.4% | +175.4% |
| 10Y | +181.0% | +652.2% | -471.2% | +63.2% |
| All | +4,261.5% | +23,129.2% | -18,867.7% | +1,446.4% |
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