+1.7%
SPGI vs CTAS
+22.8%
-21.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -0.9% | -0.7% | -0.1% | -0.5% |
| 30D | +15.5% | +10.3% | +5.3% | +10.9% |
| 3M | +15.7% | +10.2% | +5.5% | +11.0% |
| 6M | +19.1% | +34.4% | -15.3% | +5.1% |
| YTD | -4.1% | +19.6% | -23.6% | -14.2% |
| All | +1.7% | +22.8% | -21.1% | -10.2% |
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