+673.8%
STX vs CTAS
+74.7%
+599.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +14.6% | +2.0% | +12.6% | +14.9% |
| 30D | -26.0% | +8.7% | -34.7% | -25.2% |
| 3M | -42.6% | +13.3% | -55.9% | -41.8% |
| 6M | -35.3% | +39.4% | -74.7% | -36.8% |
| YTD | +92.5% | +21.5% | +71.0% | +94.2% |
| 1Y | +102.4% | +21.9% | +80.5% | +103.8% |
| 3Y | +673.8% | +73.6% | +600.2% | +526.1% |
| All | +673.8% | +74.7% | +599.1% | +526.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling