+815.5%
CTAS vs SPXS
-99.5%
+915.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.1% |
| 7D | +2.0% | -7.5% | +9.5% | -0.5% |
| 30D | +8.7% | +5.3% | +3.4% | +11.0% |
| 3M | +13.3% | +9.7% | +3.6% | +17.5% |
| 6M | +39.4% | -4.6% | +43.9% | +38.4% |
| YTD | +21.5% | -25.8% | +47.3% | +11.8% |
| 1Y | +21.9% | -28.8% | +50.7% | +10.8% |
| 3Y | +73.6% | -80.2% | +153.8% | +9.3% |
| 5Y | +116.2% | -83.2% | +199.4% | +51.5% |
| All | +815.5% | -99.5% | +915.0% | +161.5% |
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