+65.4%
CTAS vs SPXS
-79.8%
+145.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.3% |
| 7D | 0.0% | -1.5% | +1.5% | -0.3% |
| 30D | -1.0% | +3.7% | -4.7% | -0.2% |
| 3M | +15.8% | -9.6% | +25.3% | +13.6% |
| 6M | -1.0% | -32.4% | +31.4% | -8.6% |
| YTD | +7.4% | -28.7% | +36.1% | +0.6% |
| 1Y | -0.1% | -38.1% | +38.0% | -9.2% |
| All | +65.4% | -79.8% | +145.2% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling