+444.1%
STM vs CTAS
+820.8%
-376.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.4% |
| 30D | -14.1% | +11.3% | -25.4% | -20.4% |
| 3M | -17.6% | +11.4% | -29.0% | -24.1% |
| 6M | -24.2% | +35.6% | -59.9% | -41.0% |
| YTD | +73.3% | +20.7% | +52.6% | +45.8% |
| 1Y | +90.1% | +22.8% | +67.3% | +57.7% |
| 3Y | +10.3% | +73.4% | -63.1% | -31.7% |
| 5Y | -5.7% | +117.6% | -123.3% | -51.0% |
| 10Y | +444.1% | +818.4% | -374.4% | +21.7% |
| All | +444.1% | +820.8% | -376.7% | +21.7% |
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