+14,839.3%
SPGI vs CTAS
+26,233.5%
-11,394.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | +15.3% | +10.7% | +4.5% | +11.3% |
| 3M | +16.5% | +11.0% | +5.5% | +12.3% |
| 6M | +19.8% | +38.7% | -18.9% | +6.9% |
| YTD | -3.2% | +21.8% | -25.0% | -10.0% |
| 1Y | +1.8% | +23.6% | -21.8% | -5.8% |
| 3Y | +30.6% | +74.9% | -44.4% | +6.5% |
| 5Y | +16.0% | +119.5% | -103.4% | -12.1% |
| 10Y | +338.6% | +820.2% | -481.6% | +113.7% |
| All | +14,839.3% | +26,233.5% | -11,394.2% | +3,793.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling