+1,972.8%
STX vs CTAS
+814.6%
+1,158.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +14.6% | +2.0% | +12.6% | +13.8% |
| 30D | -26.0% | +8.7% | -34.7% | -28.6% |
| 3M | -42.6% | +13.3% | -55.9% | -45.8% |
| 6M | -35.3% | +39.4% | -74.7% | -46.0% |
| YTD | +92.5% | +21.5% | +71.0% | +70.2% |
| 1Y | +102.4% | +21.9% | +80.5% | +78.5% |
| 3Y | +673.8% | +73.6% | +600.2% | +455.1% |
| 5Y | +463.1% | +116.2% | +346.8% | +255.7% |
| All | +1,972.8% | +814.6% | +1,158.3% | +504.6% |
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