-61.9%
SPCH vs CTAS
+30.6%
-92.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.6% |
| 7D | +3.4% | -0.8% | +4.2% | +3.3% |
| 30D | -31.3% | +10.7% | -42.0% | -29.5% |
| 3M | -4.0% | +11.0% | -15.0% | -1.7% |
| All | -61.9% | +30.6% | -92.5% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · Available span rolling