+98.3%
STM vs CTAS
+23.3%
+75.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.3% |
| 7D | +12.0% | +1.7% | +10.3% | +13.0% |
| 30D | -0.4% | +8.4% | -8.8% | +3.9% |
| 3M | -13.2% | +13.0% | -26.2% | -7.4% |
| 6M | -26.1% | +39.1% | -65.1% | -20.1% |
| YTD | +81.2% | +21.2% | +60.0% | +103.7% |
| 1Y | +98.3% | +21.6% | +76.7% | +122.3% |
| All | +98.3% | +23.3% | +75.0% | +122.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling