+661.5%
STM vs CTAS
+652.1%
+9.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +5.8% | -1.8% | +7.6% | +7.0% |
| 30D | -1.0% | -0.2% | -0.8% | -1.1% |
| 3M | -33.3% | +11.7% | -44.9% | -40.0% |
| 6M | +57.4% | +0.7% | +56.7% | +51.4% |
| YTD | +102.2% | +7.4% | +94.8% | +85.1% |
| 1Y | +99.6% | -2.1% | +101.7% | +95.0% |
| 3Y | +14.5% | +62.9% | -48.4% | -26.1% |
| 5Y | +21.4% | +111.9% | -90.5% | -35.7% |
| All | +661.5% | +652.1% | +9.5% | +80.3% |
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