+301.7%
SPOT vs CTAS
+488.1%
-186.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | +13.5% | +10.2% | +3.2% | +8.5% |
| 3M | +22.2% | +12.1% | +10.2% | +15.9% |
| 6M | +38.3% | +38.3% | 0.0% | +18.1% |
| YTD | +3.1% | +21.9% | -18.8% | -6.6% |
| 1Y | -7.6% | +24.0% | -31.7% | -17.1% |
| 3Y | +250.0% | +75.1% | +174.9% | +160.0% |
| 5Y | +113.3% | +116.9% | -3.6% | +42.4% |
| All | +301.7% | +488.1% | -186.4% | +69.8% |
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