+818.4%
CTAS vs STZ
+11.6%
+806.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.7% | +5.3% | -4.7% | -1.5% |
| 30D | +11.3% | +19.6% | -8.3% | +3.4% |
| 3M | +11.4% | +10.0% | +1.5% | +6.7% |
| 6M | +35.6% | -0.3% | +35.9% | +34.8% |
| YTD | +20.7% | +8.6% | +12.1% | +14.4% |
| 1Y | +22.8% | +16.6% | +6.2% | +12.7% |
| 3Y | +73.4% | -34.8% | +108.2% | +99.1% |
| 5Y | +117.6% | -27.8% | +145.4% | +135.0% |
| 10Y | +818.4% | +12.5% | +805.9% | +739.0% |
| All | +818.4% | +11.6% | +806.9% | +739.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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