+593.7%
XYZ vs CTAS
+652.1%
-58.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.0% | -1.8% | +0.8% | +0.6% |
| 30D | -1.7% | -0.2% | -1.5% | -1.8% |
| 3M | +16.7% | +11.7% | +5.1% | +4.3% |
| 6M | +26.9% | +0.7% | +26.1% | +23.5% |
| YTD | +27.1% | +7.4% | +19.7% | +16.9% |
| 1Y | +9.3% | -2.1% | +11.4% | +8.7% |
| 3Y | +42.3% | +62.9% | -20.7% | -16.1% |
| 5Y | -69.3% | +111.9% | -181.2% | -85.1% |
| All | +593.7% | +652.1% | -58.4% | +29.1% |
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 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