+37.0%
XOP vs CTAS
+23.7%
+13.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.7% |
| 7D | +0.5% | -0.8% | +1.2% | +0.4% |
| 30D | -7.3% | +10.7% | -18.0% | -6.7% |
| 3M | +1.4% | +11.0% | -9.6% | +2.0% |
| 6M | +7.8% | +38.7% | -31.0% | +9.3% |
| YTD | +44.5% | +21.8% | +22.8% | +49.9% |
| 1Y | +37.0% | +23.6% | +13.5% | +41.3% |
| All | +37.0% | +23.7% | +13.4% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling