+817.5%
CTAS vs STZ
+12.2%
+805.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.4% |
| 30D | +10.7% | +14.9% | -4.2% | +4.5% |
| 3M | +11.0% | +8.4% | +2.6% | +6.9% |
| 6M | +38.7% | +2.8% | +35.9% | +36.1% |
| YTD | +21.8% | +7.5% | +14.2% | +15.9% |
| 1Y | +23.6% | +12.5% | +11.0% | +15.1% |
| 3Y | +74.9% | -35.4% | +110.4% | +101.7% |
| 5Y | +119.5% | -29.3% | +148.8% | +139.2% |
| All | +817.5% | +12.2% | +805.3% | +738.1% |
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