+65.5%
CTAS vs STZ
-47.2%
+112.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.4% |
| 30D | -0.2% | -1.9% | +1.7% | +0.1% |
| 3M | +11.7% | -6.2% | +17.9% | +13.0% |
| 6M | +0.7% | -14.0% | +14.7% | +3.6% |
| YTD | +7.4% | -5.1% | +12.5% | +7.8% |
| 1Y | -2.1% | -9.6% | +7.5% | -0.8% |
| All | +65.5% | -47.2% | +112.7% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling