+73.6%
CTAS vs SPYG
+91.6%
-18.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +2.0% | +2.3% | -0.4% | +1.3% |
| 30D | +8.7% | -6.5% | +15.1% | +10.6% |
| 3M | +13.3% | -6.8% | +20.1% | +15.3% |
| 6M | +39.4% | -3.1% | +42.5% | +39.8% |
| YTD | +21.5% | +8.0% | +13.5% | +16.1% |
| 1Y | +21.9% | +10.2% | +11.7% | +15.4% |
| 3Y | +73.6% | +91.0% | -17.3% | +13.5% |
| All | +73.6% | +91.6% | -18.0% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling