+3,017.7%
SPY vs CTAS
+13,262.6%
-10,244.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | -3.7% | +11.3% | -15.0% | -7.5% |
| 3M | -2.7% | +11.4% | -14.2% | -6.7% |
| 6M | +2.2% | +35.6% | -33.5% | -9.4% |
| YTD | +10.8% | +20.7% | -9.9% | +2.3% |
| 1Y | +11.2% | +22.8% | -11.6% | +1.9% |
| 3Y | +76.5% | +73.4% | +3.1% | +41.0% |
| 5Y | +72.9% | +117.6% | -44.7% | +26.9% |
| 10Y | +304.8% | +818.4% | -513.6% | +75.8% |
| All | +3,017.7% | +13,262.6% | -10,244.9% | +575.4% |
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