+54.8%
XOP vs CTAS
+675.6%
-620.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +2.4% |
| 30D | +9.6% | -3.1% | +12.7% | +11.4% |
| 3M | +16.9% | +10.3% | +6.6% | +9.4% |
| 6M | +24.0% | +1.6% | +22.4% | +20.7% |
| YTD | +56.2% | +6.3% | +49.9% | +47.8% |
| 1Y | +51.8% | -0.5% | +52.3% | +49.0% |
| 3Y | +37.0% | +64.6% | -27.6% | -6.1% |
| 5Y | +163.4% | +106.0% | +57.4% | +52.0% |
| All | +54.8% | +675.6% | -620.8% | -54.4% |
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 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