+683.8%
CTAS vs STZ
-13.0%
+696.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.0% | -6.0% | +7.0% | +3.5% |
| 30D | -1.1% | -8.9% | +7.8% | +2.5% |
| 3M | +11.5% | -12.6% | +24.1% | +17.2% |
| 6M | +0.2% | -17.2% | +17.4% | +7.1% |
| YTD | +7.2% | -10.0% | +17.2% | +9.9% |
| 1Y | 0.0% | -14.3% | +14.3% | +4.3% |
| 3Y | +65.9% | -49.9% | +115.8% | +113.0% |
| 5Y | +109.6% | -38.2% | +147.8% | +140.7% |
| 10Y | +683.8% | -12.0% | +695.7% | +660.5% |
| All | +683.8% | -13.0% | +696.8% | +660.5% |
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