+392.6%
STM vs CTAS
+840.0%
-447.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.6% |
| 7D | -10.7% | +1.2% | -11.9% | -11.5% |
| 30D | -25.7% | +12.8% | -38.5% | -31.8% |
| 3M | -21.6% | +10.3% | -31.8% | -27.3% |
| 6M | -27.8% | +32.0% | -59.8% | -42.8% |
| YTD | +61.8% | +19.1% | +42.6% | +37.2% |
| 1Y | +78.1% | +21.5% | +56.6% | +48.8% |
| 3Y | +4.9% | +76.0% | -71.1% | -35.9% |
| 5Y | -14.3% | +110.9% | -125.1% | -54.4% |
| All | +392.6% | +840.0% | -447.4% | +12.2% |
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