+319.7%
SPY vs CTAS
+665.9%
-346.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | +1.0% | -1.3% | -0.8% |
| 30D | -1.4% | -1.1% | -0.3% | -1.0% |
| 3M | +3.7% | +11.5% | -7.8% | -2.1% |
| 6M | +13.0% | +0.2% | +12.8% | +11.7% |
| YTD | +12.4% | +7.2% | +5.2% | +7.5% |
| 1Y | +18.5% | 0.0% | +18.5% | +16.8% |
| 3Y | +77.6% | +65.9% | +11.7% | +33.8% |
| 5Y | +81.7% | +109.6% | -27.9% | +21.2% |
| 10Y | +319.7% | +683.8% | -364.1% | +61.0% |
| All | +319.7% | +665.9% | -346.2% | +61.0% |
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