+491.9%
SPCX vs CTAS
+25.0%
+466.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -3.7% |
| 7D | +2.8% | -0.8% | +3.6% | +3.9% |
| 30D | -14.5% | +10.7% | -25.2% | -28.8% |
| 3M | +4.8% | +11.0% | -6.1% | -14.0% |
| 6M | +535.8% | +33.1% | +502.7% | +268.2% |
| YTD | +541.5% | +21.8% | +519.7% | +271.4% |
| 1Y | +443.5% | +23.6% | +420.0% | +214.7% |
| All | +491.9% | +25.0% | +466.9% | +225.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling