-41.3%
STX vs CTAS
+32.0%
-73.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -3.8% |
| 7D | -28.5% | +1.2% | -29.6% | -27.0% |
| 30D | -42.9% | +12.8% | -55.7% | -30.5% |
| 3M | -45.9% | +10.3% | -56.2% | -36.4% |
| 6M | -41.3% | +32.0% | -73.3% | -3.1% |
| All | -41.3% | +32.0% | -73.3% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling