+501.7%
SPCX vs CTAS
+22.8%
+479.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.3% |
| 7D | +4.2% | -0.7% | +4.9% | +4.9% |
| 30D | -12.6% | +10.3% | -22.9% | -26.9% |
| 3M | +6.7% | +10.2% | -3.5% | -11.8% |
| 6M | +546.4% | +30.7% | +515.7% | +285.0% |
| YTD | +552.1% | +19.6% | +532.6% | +288.4% |
| 1Y | +453.2% | +21.8% | +431.4% | +229.4% |
| All | +501.7% | +22.8% | +479.0% | +240.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling