+381.8%
STX vs CTAS
-0.9%
+382.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.7% |
| 3M | +3.2% | +15.8% | -12.5% | +22.7% |
| 6M | +157.0% | -1.0% | +158.0% | +168.8% |
| YTD | +229.2% | +7.4% | +221.8% | +273.5% |
| 1Y | +381.8% | -0.1% | +382.0% | +454.4% |
| All | +381.8% | -0.9% | +382.7% | +454.4% |
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