+112.6%
SPOT vs CTAS
+110.0%
+2.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -0.9% |
| 7D | -6.5% | +1.0% | -7.5% | -7.0% |
| 30D | +2.2% | -1.1% | +3.2% | +2.8% |
| 3M | +5.4% | +11.5% | -6.1% | -2.1% |
| 6M | -4.0% | +0.2% | -4.2% | -4.9% |
| YTD | -9.9% | +7.2% | -17.1% | -14.4% |
| 1Y | -27.3% | 0.0% | -27.3% | -28.1% |
| 3Y | +236.4% | +65.9% | +170.5% | +110.2% |
| 5Y | +112.6% | +109.6% | +3.0% | +4.7% |
| All | +112.6% | +110.0% | +2.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling