+2,071.0%
STX vs CTAS
+848.9%
+1,222.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | -14.8% | -0.7% | -14.0% | -14.5% |
| 30D | -35.4% | +10.3% | -45.6% | -38.1% |
| 3M | -37.7% | +10.2% | -47.9% | -40.5% |
| 6M | -35.2% | +34.4% | -69.6% | -45.1% |
| YTD | +84.4% | +19.6% | +64.8% | +64.1% |
| 1Y | +82.3% | +21.8% | +60.5% | +60.4% |
| 3Y | +646.2% | +74.1% | +572.1% | +432.9% |
| 5Y | +487.4% | +114.0% | +373.4% | +272.1% |
| 10Y | +2,071.0% | +813.9% | +1,257.1% | +534.9% |
| All | +2,071.0% | +848.9% | +1,222.1% | +534.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling