+82.5%
XOP vs CTAS
+2,521.7%
-2,439.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +2.6% | -1.8% | +4.4% | +3.7% |
| 30D | +15.4% | -0.2% | +15.7% | +15.4% |
| 3M | +12.1% | +11.7% | +0.4% | +2.8% |
| 6M | +19.7% | +0.7% | +19.0% | +16.5% |
| YTD | +52.4% | +7.4% | +45.0% | +41.9% |
| 1Y | +47.6% | -2.1% | +49.7% | +45.7% |
| 3Y | +34.4% | +62.9% | -28.6% | -10.1% |
| 5Y | +154.4% | +111.9% | +42.5% | +37.9% |
| 10Y | +54.7% | +652.2% | -597.5% | -67.5% |
| All | +82.5% | +2,521.7% | -2,439.2% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling