+818.4%
CTAS vs SPY
+304.1%
+514.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +0.7% | -0.6% | +1.3% | +1.1% |
| 30D | +11.3% | -3.7% | +15.0% | +15.1% |
| 3M | +11.4% | -2.7% | +14.2% | +14.0% |
| 6M | +35.6% | +2.2% | +33.5% | +31.1% |
| YTD | +20.7% | +10.8% | +9.9% | +7.0% |
| 1Y | +22.8% | +11.2% | +11.6% | +8.3% |
| 3Y | +73.4% | +76.5% | -3.1% | -8.8% |
| 5Y | +117.6% | +72.9% | +44.7% | +16.7% |
| 10Y | +818.4% | +304.8% | +513.6% | +96.0% |
| All | +818.4% | +304.1% | +514.3% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling