-9.3%
SSPC vs CTAS
+28.2%
-37.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.4% | -12.2% | -12.0% |
| 7D | -13.9% | -0.7% | -13.2% | -13.7% |
| 30D | +14.3% | +10.3% | +4.1% | +12.7% |
| 3M | -35.2% | +10.2% | -45.4% | -35.8% |
| All | -9.3% | +28.2% | -37.5% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling