+73.6%
CTAS vs STZ
-34.9%
+108.5%
-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% | -1.0% | -0.5% |
| 7D | +2.0% | +2.6% | -0.6% | +1.4% |
| 30D | +8.7% | +15.2% | -6.5% | +5.3% |
| 3M | +13.3% | +7.6% | +5.6% | +11.2% |
| 6M | +39.4% | +5.3% | +34.1% | +37.3% |
| YTD | +21.5% | +8.6% | +12.8% | +18.2% |
| 1Y | +21.9% | +15.6% | +6.3% | +16.9% |
| 3Y | +73.6% | -35.2% | +108.8% | +81.4% |
| All | +73.6% | -34.9% | +108.5% | +81.4% |
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