+93.6%
STX vs CTAS
+23.8%
+69.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.1% |
| 7D | +16.8% | +0.5% | +16.4% | +17.3% |
| 30D | -27.0% | +10.2% | -37.3% | -18.3% |
| 3M | -37.9% | +12.1% | -50.0% | -29.0% |
| 6M | -32.5% | +38.3% | -70.8% | -5.8% |
| YTD | +98.6% | +21.9% | +76.7% | +159.1% |
| 1Y | +93.6% | +24.0% | +69.6% | +154.3% |
| All | +93.6% | +23.8% | +69.8% | +154.3% |
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