+35.8%
XYZ vs CTAS
+23.6%
+12.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.2% | +3.0% |
| 7D | -1.1% | +2.0% | -3.0% | -1.8% |
| 30D | +11.5% | +8.7% | +2.8% | +8.1% |
| 3M | +1.8% | +13.3% | -11.5% | -2.9% |
| 6M | +21.2% | +39.4% | -18.2% | +3.4% |
| YTD | +29.9% | +21.5% | +8.5% | +27.8% |
| 1Y | +35.8% | +21.9% | +13.9% | +33.1% |
| All | +35.8% | +23.6% | +12.1% | +33.1% |
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 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