+114.6%
CTAS vs STZ
-33.3%
+147.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.2% |
| 30D | -0.2% | -1.9% | +1.7% | +0.3% |
| 3M | +11.7% | -6.2% | +17.9% | +13.6% |
| 6M | +0.7% | -14.0% | +14.7% | +4.8% |
| YTD | +7.4% | -5.1% | +12.5% | +7.7% |
| 1Y | -2.1% | -9.6% | +7.5% | -0.5% |
| 3Y | +62.9% | -47.2% | +110.2% | +96.9% |
| All | +114.6% | -33.3% | +147.9% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling