-4.6%
STM vs CTAS
+115.9%
-120.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.0% | +2.0% | +10.0% | +11.0% |
| 30D | -0.4% | +8.7% | -9.1% | -4.9% |
| 3M | -13.2% | +13.3% | -26.5% | -19.3% |
| 6M | -26.1% | +39.4% | -65.5% | -41.7% |
| YTD | +81.2% | +21.5% | +59.7% | +56.6% |
| 1Y | +98.3% | +21.9% | +76.4% | +70.8% |
| 3Y | +16.7% | +73.6% | -56.9% | -30.6% |
| All | -4.6% | +115.9% | -120.4% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling