+1,023.4%
CTAS vs SPMO
+495.2%
+528.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.7% |
| 7D | +2.0% | +6.3% | -4.4% | -2.1% |
| 30D | +8.7% | -8.9% | +17.6% | +14.5% |
| 3M | +13.3% | -13.2% | +26.5% | +22.8% |
| 6M | +39.4% | -9.3% | +48.7% | +41.8% |
| YTD | +21.5% | +11.6% | +9.9% | +4.3% |
| 1Y | +21.9% | +13.4% | +8.5% | +3.2% |
| 3Y | +73.6% | +122.9% | -49.2% | -20.0% |
| 5Y | +116.2% | +113.9% | +2.3% | +3.1% |
| 10Y | +818.2% | +460.5% | +357.6% | +137.4% |
| All | +1,023.4% | +495.2% | +528.2% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling