+19.7%
XOP vs CTAS
+0.1%
+19.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.9% |
| 7D | +2.6% | -1.8% | +4.4% | +2.3% |
| 30D | +15.4% | -0.2% | +15.7% | +15.4% |
| 3M | +12.1% | +11.7% | +0.4% | +13.7% |
| 6M | +19.7% | +0.7% | +19.0% | +16.6% |
| All | +19.7% | +0.1% | +19.5% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling