+51.8%
XOP vs CTAS
-0.4%
+52.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +1.6% |
| 30D | +9.6% | -3.1% | +12.7% | +9.5% |
| 3M | +16.9% | +10.3% | +6.6% | +16.6% |
| 6M | +24.0% | +1.6% | +22.4% | +27.4% |
| YTD | +56.2% | +6.3% | +49.9% | +59.3% |
| 1Y | +51.8% | -0.5% | +52.3% | +56.4% |
| All | +51.8% | -0.4% | +52.2% | +56.4% |
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 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