+97.4%
STM vs CTAS
-0.9%
+98.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -7.4% | -1.0% | -6.4% | -7.6% |
| 3M | -30.6% | +15.8% | -46.4% | -29.6% |
| 6M | +66.4% | -1.0% | +67.4% | +77.7% |
| YTD | +101.1% | +7.4% | +93.7% | +108.2% |
| 1Y | +97.4% | -0.1% | +97.5% | +105.3% |
| All | +97.4% | -0.9% | +98.3% | +105.3% |
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