+73.6%
CTAS vs SPMO
+124.5%
-50.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | +2.0% | +6.3% | -4.4% | +1.0% |
| 30D | +8.7% | -8.9% | +17.6% | +10.2% |
| 3M | +13.3% | -13.2% | +26.5% | +15.8% |
| 6M | +39.4% | -9.3% | +48.7% | +39.0% |
| YTD | +21.5% | +11.6% | +9.9% | +10.3% |
| 1Y | +21.9% | +13.4% | +8.5% | +9.8% |
| 3Y | +73.6% | +122.9% | -49.2% | +1.5% |
| All | +73.6% | +124.5% | -50.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling