+250.1%
SPOT vs CTAS
+412.9%
-162.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -6.9% | -1.3% | -5.6% | -6.3% |
| 30D | +4.1% | -3.1% | +7.2% | +5.7% |
| 3M | +3.7% | +10.3% | -6.6% | -1.4% |
| 6M | -1.6% | +1.6% | -3.2% | -3.0% |
| YTD | -10.2% | +6.3% | -16.5% | -13.2% |
| 1Y | -25.9% | -0.5% | -25.4% | -26.4% |
| 3Y | +235.6% | +64.6% | +171.0% | +155.9% |
| 5Y | +110.6% | +106.0% | +4.6% | +44.9% |
| All | +250.1% | +412.9% | -162.8% | +57.8% |
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