+3,676.0%
STX vs CTAS
+658.8%
+3,017.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +10.7% | 0.0% | +10.8% | +10.7% |
| 30D | +11.3% | -1.0% | +12.3% | +11.4% |
| 3M | +3.2% | +15.8% | -12.5% | -5.9% |
| 6M | +157.0% | -1.0% | +158.0% | +151.3% |
| YTD | +229.2% | +7.4% | +221.8% | +207.3% |
| 1Y | +381.8% | -0.1% | +382.0% | +364.0% |
| 3Y | +1,383.2% | +66.3% | +1,316.9% | +973.5% |
| 5Y | +1,144.9% | +111.0% | +1,033.9% | +689.3% |
| 10Y | +3,676.0% | +662.9% | +3,013.1% | +982.2% |
| All | +3,676.0% | +658.8% | +3,017.2% | +982.2% |
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 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