+4,845.3%
CTAS vs SPXU
-100.0%
+4,945.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | -0.4% |
| 7D | -0.8% | +1.5% | -2.3% | 0.0% |
| 30D | +10.7% | +6.4% | +4.4% | +13.5% |
| 3M | +11.0% | +4.2% | +6.7% | +13.2% |
| 6M | +38.7% | -7.8% | +46.5% | +36.2% |
| YTD | +21.8% | -27.5% | +49.3% | +11.3% |
| 1Y | +23.6% | -27.1% | +50.7% | +13.5% |
| 3Y | +74.9% | -80.8% | +155.8% | +10.6% |
| 5Y | +119.5% | -84.1% | +203.6% | +52.3% |
| 10Y | +820.2% | -99.5% | +919.7% | +184.0% |
| All | +4,845.3% | -100.0% | +4,945.3% | +440.0% |
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 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