+123.8%
STX vs CTAS
+25.6%
+98.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.4% | -10.5% | -5.5% |
| 7D | -20.2% | +7.6% | -27.8% | -13.2% |
| 30D | -37.2% | +17.2% | -54.4% | -24.7% |
| 3M | -34.1% | +12.8% | -46.8% | -23.9% |
| 6M | -24.5% | +38.0% | -62.4% | +5.3% |
| YTD | +102.9% | +22.7% | +80.2% | +166.3% |
| 1Y | +123.8% | +25.6% | +98.1% | +194.1% |
| All | +123.8% | +25.6% | +98.2% | +194.1% |
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