+662.9%
CTAS vs STT
+264.2%
+398.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | 0.0% | +2.2% | -2.2% | -0.9% |
| 30D | -1.0% | +3.9% | -4.9% | -2.6% |
| 3M | +15.8% | +19.2% | -3.4% | +7.3% |
| 6M | -1.0% | +60.4% | -61.4% | -19.0% |
| YTD | +7.4% | +51.5% | -44.0% | -10.4% |
| 1Y | -0.1% | +76.3% | -76.4% | -22.0% |
| 3Y | +66.3% | +200.7% | -134.5% | +1.6% |
| 5Y | +111.0% | +157.5% | -46.5% | +31.3% |
| 10Y | +662.9% | +262.0% | +400.9% | +267.5% |
| All | +662.9% | +264.2% | +398.7% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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