+811.4%
SPYM vs CTAS
+2,699.7%
-1,888.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +2.6% | +2.0% | +0.6% | +1.7% |
| 30D | -2.0% | +8.7% | -10.7% | -5.7% |
| 3M | -2.8% | +13.3% | -16.1% | -8.3% |
| 6M | +2.2% | +39.4% | -37.2% | -13.1% |
| YTD | +11.5% | +21.5% | -10.0% | +0.7% |
| 1Y | +13.5% | +21.9% | -8.4% | +2.2% |
| 3Y | +78.0% | +73.6% | +4.4% | +33.6% |
| 5Y | +73.1% | +116.2% | -43.1% | +16.6% |
| 10Y | +310.9% | +818.2% | -507.3% | +39.8% |
| All | +811.4% | +2,699.7% | -1,888.3% | +54.8% |
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