+815.5%
CTAS vs SPG
+113.9%
+701.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +2.0% | +2.0% | 0.0% | +1.2% |
| 30D | +8.7% | +17.2% | -8.6% | +2.6% |
| 3M | +13.3% | +6.3% | +7.0% | +10.7% |
| 6M | +39.4% | +18.7% | +20.7% | +31.0% |
| YTD | +21.5% | +30.1% | -8.6% | +10.2% |
| 1Y | +21.9% | +32.8% | -10.9% | +9.7% |
| 3Y | +73.6% | +133.6% | -59.9% | +25.7% |
| 5Y | +116.2% | +84.4% | +31.8% | +67.3% |
| All | +815.5% | +113.9% | +701.5% | +480.5% |
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