+295.5%
SPGI vs CTAS
+658.8%
-363.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.5% | 0.0% | -2.4% | -2.4% |
| 30D | +5.4% | -1.0% | +6.4% | +6.0% |
| 3M | +9.0% | +15.8% | -6.7% | -0.3% |
| 6M | +0.8% | -1.0% | +1.8% | +0.7% |
| YTD | -12.6% | +7.4% | -20.0% | -17.0% |
| 1Y | -16.1% | -0.1% | -16.0% | -17.0% |
| 3Y | +19.0% | +66.3% | -47.3% | -16.0% |
| 5Y | +5.1% | +111.0% | -105.9% | -36.0% |
| 10Y | +295.5% | +662.9% | -367.4% | +21.6% |
| All | +295.5% | +658.8% | -363.4% | +21.6% |
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