+307.8%
SPY vs CTAS
+812.5%
-504.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +2.6% | +1.7% | +0.8% | +1.8% |
| 30D | -2.0% | +8.4% | -10.4% | -5.6% |
| 3M | -2.8% | +13.0% | -15.8% | -8.3% |
| 6M | +2.1% | +39.1% | -36.9% | -13.3% |
| YTD | +11.5% | +21.2% | -9.7% | +0.6% |
| 1Y | +13.5% | +21.6% | -8.1% | +2.1% |
| 3Y | +77.7% | +73.2% | +4.4% | +31.6% |
| 5Y | +72.6% | +115.7% | -43.1% | +13.5% |
| All | +307.8% | +812.5% | -504.6% | +51.3% |
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 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