+11,739.5%
CTAS vs STZ
+9,621.1%
+2,118.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | -0.2% | -1.9% | +1.7% | +0.2% |
| 3M | +11.7% | -6.2% | +17.9% | +13.3% |
| 6M | +0.7% | -14.0% | +14.7% | +4.1% |
| YTD | +7.4% | -5.1% | +12.5% | +8.0% |
| 1Y | -2.1% | -9.6% | +7.5% | -0.5% |
| 3Y | +62.9% | -47.2% | +110.2% | +86.8% |
| 5Y | +111.9% | -33.6% | +145.5% | +128.8% |
| 10Y | +652.2% | -9.8% | +662.0% | +644.3% |
| All | +11,739.5% | +9,621.1% | +2,118.4% | +4,607.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling