+683.8%
CTAS vs SPG
+59.6%
+624.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.7% |
| 7D | +1.0% | -1.7% | +2.6% | +1.6% |
| 30D | -1.1% | -6.3% | +5.2% | +1.3% |
| 3M | +11.5% | -2.4% | +13.9% | +12.5% |
| 6M | +0.2% | +9.6% | -9.5% | -3.2% |
| YTD | +7.2% | +14.2% | -7.0% | +1.9% |
| 1Y | 0.0% | +19.3% | -19.3% | -6.5% |
| 3Y | +65.9% | +106.7% | -40.8% | +25.5% |
| 5Y | +109.6% | +104.2% | +5.3% | +56.4% |
| 10Y | +683.8% | +63.7% | +620.1% | +453.0% |
| All | +683.8% | +59.6% | +624.2% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling