+683.8%
CTAS vs SPY
+312.5%
+371.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | +1.0% | -0.4% | +1.3% | +1.3% |
| 30D | -1.1% | -1.4% | +0.3% | +0.3% |
| 3M | +11.5% | +3.7% | +7.8% | +6.9% |
| 6M | +0.2% | +13.0% | -12.8% | -12.3% |
| YTD | +7.2% | +12.4% | -5.2% | -5.9% |
| 1Y | 0.0% | +18.5% | -18.5% | -17.2% |
| 3Y | +65.9% | +77.6% | -11.7% | -12.9% |
| 5Y | +109.6% | +81.7% | +27.9% | +6.7% |
| 10Y | +683.8% | +319.7% | +364.1% | +56.1% |
| All | +683.8% | +312.5% | +371.2% | +56.1% |
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