+810.7%
CTAS vs STZ
+9.8%
+800.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +1.2% | +4.9% | -3.8% | -0.8% |
| 30D | +12.8% | +20.9% | -8.1% | +4.3% |
| 3M | +10.3% | +8.0% | +2.3% | +6.4% |
| 6M | +32.0% | -5.3% | +37.3% | +34.0% |
| YTD | +19.1% | +5.9% | +13.2% | +14.1% |
| 1Y | +21.5% | +14.2% | +7.3% | +12.4% |
| 3Y | +76.0% | -37.0% | +113.0% | +105.1% |
| 5Y | +110.9% | -29.7% | +140.6% | +130.3% |
| All | +810.7% | +9.8% | +800.9% | +741.3% |
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