+893.3%
CTAS vs SPMO
+575.8%
+317.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | 0.0% | +3.4% | -3.4% | -2.3% |
| 30D | -1.0% | +0.5% | -1.5% | -1.6% |
| 3M | +15.8% | +1.9% | +13.9% | +11.1% |
| 6M | -1.0% | +27.8% | -28.8% | -21.3% |
| YTD | +7.4% | +26.7% | -19.2% | -14.2% |
| 1Y | -0.1% | +28.9% | -29.0% | -21.7% |
| 3Y | +66.3% | +160.7% | -94.4% | -30.6% |
| 5Y | +111.0% | +150.2% | -39.2% | -8.9% |
| 10Y | +662.9% | +517.5% | +145.4% | +84.9% |
| All | +893.3% | +575.8% | +317.5% | +134.0% |
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 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