+114.6%
CTAS vs SPG
+102.5%
+12.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -1.8% | -2.4% | +0.6% | -0.9% |
| 30D | -0.2% | -6.8% | +6.6% | +2.7% |
| 3M | +11.7% | +2.7% | +9.0% | +10.6% |
| 6M | +0.7% | +5.5% | -4.7% | -1.4% |
| YTD | +7.4% | +15.7% | -8.3% | +1.2% |
| 1Y | -2.1% | +20.9% | -23.0% | -9.4% |
| 3Y | +62.9% | +112.4% | -49.4% | +18.0% |
| All | +114.6% | +102.5% | +12.1% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling