+818.6%
CTAS vs STZ
+12.6%
+806.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +10.2% | +14.7% | -4.5% | +4.2% |
| 3M | +12.1% | +8.8% | +3.3% | +7.8% |
| 6M | +38.3% | +3.1% | +35.2% | +35.5% |
| YTD | +21.9% | +7.9% | +14.0% | +15.9% |
| 1Y | +24.0% | +14.2% | +9.9% | +14.8% |
| 3Y | +75.1% | -35.2% | +110.3% | +101.7% |
| 5Y | +116.9% | -29.6% | +146.5% | +137.0% |
| All | +818.6% | +12.6% | +806.0% | +737.9% |
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