+106.0%
CTAS vs SPMO
+145.0%
-39.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -3.1% | -0.7% | -2.4% | -2.9% |
| 3M | +10.3% | +2.8% | +7.4% | +6.4% |
| 6M | +1.6% | +24.4% | -22.8% | -14.0% |
| YTD | +6.3% | +24.2% | -17.9% | -10.1% |
| 1Y | -0.5% | +24.5% | -25.0% | -16.3% |
| 3Y | +64.6% | +155.6% | -91.0% | -24.3% |
| 5Y | +106.0% | +148.2% | -42.2% | -2.0% |
| All | +106.0% | +145.0% | -39.0% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling