-0.1%
CTAS vs STZ
-16.0%
+15.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +1.2% |
| 7D | 0.0% | -7.4% | +7.3% | +1.5% |
| 30D | -1.0% | -10.9% | +9.9% | +1.3% |
| 3M | +15.8% | -13.4% | +29.2% | +18.9% |
| 6M | -1.0% | -16.2% | +15.2% | +2.1% |
| YTD | +7.4% | -10.4% | +17.9% | +8.4% |
| 1Y | -0.1% | -14.8% | +14.6% | +1.2% |
| All | -0.1% | -16.0% | +15.9% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling