+1,184.4%
STX vs CTAS
+63.6%
+1,120.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.3% |
| 7D | +2.4% | -1.8% | +4.2% | +2.2% |
| 30D | +1.4% | -0.2% | +1.6% | +1.4% |
| 3M | -8.2% | +11.7% | -19.9% | -9.2% |
| 6M | +127.0% | +0.7% | +126.3% | +131.7% |
| YTD | +209.1% | +7.4% | +201.7% | +207.3% |
| 1Y | +365.4% | -2.1% | +367.5% | +381.6% |
| All | +1,184.4% | +63.6% | +1,120.8% | +966.2% |
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 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