+683.8%
CTAS vs SPG
+57.9%
+625.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | +1.0% |
| 7D | +1.0% | -2.7% | +3.7% | +2.0% |
| 30D | -1.1% | -7.3% | +6.2% | +1.6% |
| 3M | +11.5% | -3.5% | +15.0% | +12.9% |
| 6M | +0.2% | +8.5% | -8.3% | -2.8% |
| YTD | +7.2% | +13.0% | -5.8% | +2.3% |
| 1Y | 0.0% | +18.0% | -18.0% | -6.1% |
| 3Y | +65.9% | +104.5% | -38.6% | +25.9% |
| 5Y | +109.6% | +102.0% | +7.5% | +56.9% |
| 10Y | +683.8% | +61.9% | +621.8% | +455.1% |
| All | +683.8% | +57.9% | +625.9% | +455.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling