+12,959.4%
CTAS vs SPG
+5,923.7%
+7,035.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.3% |
| 7D | -0.7% | +5.1% | -5.8% | -2.3% |
| 30D | +10.3% | +16.8% | -6.6% | +4.7% |
| 3M | +10.2% | +5.7% | +4.5% | +8.2% |
| 6M | +34.4% | +17.8% | +16.6% | +27.3% |
| YTD | +19.6% | +30.1% | -10.5% | +9.4% |
| 1Y | +21.8% | +32.8% | -11.0% | +10.7% |
| 3Y | +74.1% | +137.2% | -63.1% | +29.1% |
| 5Y | +114.0% | +81.5% | +32.6% | +70.7% |
| 10Y | +813.9% | +116.5% | +697.4% | +513.3% |
| All | +12,959.4% | +5,923.7% | +7,035.7% | +3,044.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling