+16.1%
STM vs CTAS
+75.3%
-59.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +16.3% | +0.5% | +15.8% | +16.2% |
| 30D | -6.3% | +10.2% | -16.5% | -8.1% |
| 3M | -14.1% | +12.1% | -26.2% | -16.1% |
| 6M | -19.6% | +38.3% | -57.8% | -28.5% |
| YTD | +80.1% | +21.9% | +58.2% | +69.8% |
| 1Y | +95.4% | +24.0% | +71.3% | +82.3% |
| All | +16.1% | +75.3% | -59.3% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling