+1.8%
SPGI vs CTAS
+23.7%
-21.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.0% |
| 30D | +15.3% | +10.7% | +4.5% | +10.4% |
| 3M | +16.5% | +11.0% | +5.5% | +11.5% |
| 6M | +19.8% | +38.7% | -18.9% | +4.6% |
| YTD | -3.2% | +21.8% | -25.0% | -14.2% |
| 1Y | +1.8% | +23.6% | -21.8% | -10.7% |
| All | +1.8% | +23.7% | -21.9% | -10.7% |
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 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