+66.3%
CTAS vs SPXU
-80.6%
+146.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.4% |
| 7D | 0.0% | -1.5% | +1.4% | -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% | -8.7% |
| YTD | +7.4% | -28.7% | +36.1% | +0.5% |
| 1Y | -0.1% | -38.2% | +38.1% | -9.4% |
| 3Y | +66.3% | -80.4% | +146.7% | +18.7% |
| All | +66.3% | -80.6% | +146.8% | +18.7% |
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