+11,631.6%
CTAS vs SPG
+5,256.9%
+6,374.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | -0.2% | -6.8% | +6.6% | +2.2% |
| 3M | +11.7% | +2.7% | +9.0% | +10.8% |
| 6M | +0.7% | +5.5% | -4.7% | -1.1% |
| YTD | +7.4% | +15.7% | -8.3% | +2.2% |
| 1Y | -2.1% | +20.9% | -23.0% | -8.3% |
| 3Y | +62.9% | +112.4% | -49.4% | +25.2% |
| 5Y | +111.9% | +101.4% | +10.5% | +63.3% |
| 10Y | +652.2% | +60.6% | +591.6% | +455.2% |
| All | +11,631.6% | +5,256.9% | +6,374.7% | +2,837.3% |
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