+264.0%
SPOT vs CTAS
+418.2%
-154.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.1% |
| 30D | +12.5% | -0.2% | +12.7% | +12.6% |
| 3M | +9.9% | +11.7% | -1.8% | +3.8% |
| 6M | +1.6% | +0.7% | +0.9% | +0.6% |
| YTD | -6.6% | +7.4% | -14.0% | -10.2% |
| 1Y | -22.9% | -2.1% | -20.8% | -22.9% |
| 3Y | +244.3% | +62.9% | +181.3% | +163.9% |
| 5Y | +117.8% | +111.9% | +5.9% | +48.1% |
| All | +264.0% | +418.2% | -154.1% | +63.3% |
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