+334.3%
SPGI vs CTAS
+848.9%
-514.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.9% | -0.7% | -0.1% | -0.4% |
| 30D | +15.5% | +10.3% | +5.3% | +9.1% |
| 3M | +15.7% | +10.2% | +5.5% | +9.1% |
| 6M | +19.1% | +34.4% | -15.3% | -0.4% |
| YTD | -4.1% | +19.6% | -23.6% | -14.6% |
| 1Y | +1.2% | +21.8% | -20.6% | -10.9% |
| 3Y | +31.6% | +74.1% | -42.5% | -9.4% |
| 5Y | +12.4% | +114.0% | -101.6% | -32.2% |
| 10Y | +334.3% | +813.9% | -479.7% | +32.7% |
| All | +334.3% | +848.9% | -514.6% | +32.7% |
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 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