+116.0%
CTAS vs STT
+104.1%
+11.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.0% | +4.8% | -2.8% | +0.6% |
| 30D | +8.7% | +3.9% | +4.8% | +7.4% |
| 3M | +13.3% | -8.2% | +21.4% | +15.9% |
| 6M | +39.4% | +15.6% | +23.8% | +32.5% |
| YTD | +21.5% | +37.6% | -16.1% | +8.7% |
| 1Y | +21.9% | +50.1% | -28.2% | +6.0% |
| 3Y | +73.6% | +183.1% | -109.4% | +21.3% |
| All | +116.0% | +104.1% | +11.9% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling