-0.1%
CTAS vs STT
+74.0%
-74.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.2% |
| 30D | -1.0% | +3.9% | -4.9% | -1.4% |
| 3M | +15.8% | +19.2% | -3.4% | +12.6% |
| 6M | -1.0% | +60.4% | -61.4% | -9.0% |
| YTD | +7.4% | +51.5% | -44.0% | -1.1% |
| 1Y | -0.1% | +76.3% | -76.4% | -12.0% |
| All | -0.1% | +74.0% | -74.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling