+51.7%
XOP vs CTAS
+814.6%
-762.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.1% |
| 7D | +6.3% | +2.0% | +4.4% | +5.2% |
| 30D | -6.6% | +8.7% | -15.3% | -11.2% |
| 3M | +3.6% | +13.3% | -9.7% | -4.0% |
| 6M | +10.8% | +39.4% | -28.6% | -10.0% |
| YTD | +48.3% | +21.5% | +26.8% | +29.5% |
| 1Y | +42.9% | +21.9% | +21.0% | +24.5% |
| 3Y | +43.3% | +73.6% | -30.3% | -4.1% |
| 5Y | +94.0% | +116.2% | -22.2% | +9.8% |
| All | +51.7% | +814.6% | -762.9% | -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 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