+65.7%
CTAS vs STT
+207.1%
-141.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -0.2% | +3.9% | -4.1% | -1.3% |
| 3M | +11.7% | +20.0% | -8.3% | +5.8% |
| 6M | +0.7% | +55.3% | -54.6% | -12.0% |
| YTD | +7.4% | +53.3% | -45.9% | -6.1% |
| 1Y | -2.1% | +74.7% | -76.8% | -18.3% |
| All | +65.7% | +207.1% | -141.4% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling