+74.0%
CTAS vs SPXU
-81.0%
+155.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +0.2% |
| 7D | -0.8% | +1.5% | -2.3% | -0.3% |
| 30D | +10.7% | +6.4% | +4.4% | +12.4% |
| 3M | +11.0% | +4.2% | +6.7% | +12.3% |
| 6M | +38.7% | -7.8% | +46.5% | +37.3% |
| YTD | +21.8% | -27.5% | +49.3% | +14.9% |
| 1Y | +23.6% | -27.1% | +50.7% | +17.0% |
| All | +74.0% | -81.0% | +155.0% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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