+114.0%
CTAS vs SPY
+71.5%
+42.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | +10.3% | -3.3% | +13.6% | +12.9% |
| 3M | +10.2% | -2.4% | +12.6% | +11.9% |
| 6M | +34.4% | +2.6% | +31.8% | +30.6% |
| YTD | +19.6% | +11.2% | +8.3% | +8.5% |
| 1Y | +21.8% | +13.4% | +8.4% | +8.6% |
| 3Y | +74.1% | +79.9% | -5.8% | +0.9% |
| 5Y | +114.0% | +72.2% | +41.9% | +31.2% |
| All | +114.0% | +71.5% | +42.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling