+4,958.2%
CTAS vs SPXS
-100.0%
+5,058.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | +0.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -0.2% | +0.8% | -1.0% | +0.1% |
| 3M | +11.7% | -4.7% | +16.4% | +10.3% |
| 6M | +0.7% | -29.6% | +30.3% | -9.3% |
| YTD | +7.4% | -29.8% | +37.2% | -3.1% |
| 1Y | -2.1% | -38.9% | +36.8% | -15.2% |
| 3Y | +62.9% | -79.6% | +142.6% | +6.9% |
| 5Y | +111.9% | -85.9% | +197.8% | +42.8% |
| 10Y | +652.2% | -99.5% | +751.7% | +141.1% |
| All | +4,958.2% | -100.0% | +5,058.2% | +407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling