+338.6%
SPGI vs CTAS
+817.6%
-479.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +14.3% | +10.2% | +4.0% | +7.9% |
| 3M | +14.5% | +12.1% | +2.4% | +7.0% |
| 6M | +17.3% | +38.3% | -21.0% | -3.5% |
| YTD | -4.6% | +21.9% | -26.5% | -16.0% |
| 1Y | +0.8% | +24.0% | -23.3% | -12.3% |
| 3Y | +28.8% | +75.1% | -46.4% | -11.6% |
| 5Y | +14.0% | +116.9% | -103.0% | -31.8% |
| All | +338.6% | +817.6% | -479.1% | +33.3% |
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