+4,262.3%
CTAS vs SPXU
-100.0%
+4,362.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | +10.2% |
| 6M | +0.7% | -29.6% | +30.3% | -9.5% |
| YTD | +7.4% | -29.9% | +37.3% | -3.3% |
| 1Y | -2.1% | -39.1% | +37.0% | -15.6% |
| 3Y | +62.9% | -80.0% | +142.9% | +4.9% |
| 5Y | +111.9% | -86.0% | +197.9% | +40.5% |
| 10Y | +652.2% | -99.5% | +751.7% | +129.4% |
| All | +4,262.3% | -100.0% | +4,362.3% | +368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling