+463.1%
STM vs CTAS
+832.5%
-369.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | +1.4% | -0.8% | +2.2% | +2.0% |
| 30D | -8.4% | +10.7% | -19.1% | -14.7% |
| 3M | -15.8% | +11.0% | -26.8% | -22.2% |
| 6M | -22.8% | +38.7% | -61.6% | -40.8% |
| YTD | +79.4% | +21.8% | +57.6% | +50.0% |
| 1Y | +97.0% | +23.6% | +73.4% | +62.9% |
| 3Y | +14.2% | +74.9% | -60.7% | -29.7% |
| 5Y | -4.5% | +119.5% | -123.9% | -50.6% |
| 10Y | +463.1% | +820.2% | -357.1% | +23.8% |
| All | +463.1% | +832.5% | -369.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling