-16.1%
SPGI vs CTAS
-0.9%
-15.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.8% |
| 3M | +9.0% | +15.8% | -6.7% | +2.0% |
| 6M | +0.8% | -1.0% | +1.8% | -2.2% |
| YTD | -12.6% | +7.4% | -20.0% | -17.4% |
| 1Y | -16.1% | -0.1% | -16.0% | -19.9% |
| All | -16.1% | -0.9% | -15.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling