+119.5%
CTAS vs SPXU
-84.0%
+203.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.1% |
| 7D | -0.8% | +1.5% | -2.3% | -0.1% |
| 30D | +10.7% | +6.4% | +4.4% | +12.9% |
| 3M | +11.0% | +4.2% | +6.7% | +12.8% |
| 6M | +38.7% | -7.8% | +46.5% | +36.8% |
| YTD | +21.8% | -27.5% | +49.3% | +13.3% |
| 1Y | +23.6% | -27.1% | +50.7% | +15.4% |
| 3Y | +74.9% | -80.8% | +155.8% | +18.0% |
| 5Y | +119.5% | -84.1% | +203.6% | +63.0% |
| All | +119.5% | -84.0% | +203.4% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling