+671.2%
CTAS vs SPXS
-99.5%
+770.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.2% |
| 7D | -1.3% | +6.4% | -7.7% | +0.8% |
| 30D | -3.1% | +6.0% | -9.1% | -1.1% |
| 3M | +10.3% | -11.6% | +21.9% | +6.0% |
| 6M | +1.6% | -28.7% | +30.3% | -8.5% |
| YTD | +6.3% | -26.3% | +32.6% | -2.9% |
| 1Y | -0.5% | -34.9% | +34.4% | -12.5% |
| 3Y | +64.6% | -79.5% | +144.0% | +5.2% |
| 5Y | +106.0% | -85.9% | +191.9% | +34.9% |
| All | +671.2% | -99.5% | +770.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling