+8,652.1%
STX vs CTAS
+2,392.9%
+6,259.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.3% |
| 7D | -28.5% | +1.2% | -29.6% | -29.0% |
| 30D | -42.9% | +12.8% | -55.7% | -46.7% |
| 3M | -45.9% | +10.3% | -56.2% | -49.1% |
| 6M | -41.3% | +32.0% | -73.3% | -51.6% |
| YTD | +67.9% | +19.1% | +48.8% | +45.2% |
| 1Y | +66.5% | +21.5% | +45.0% | +42.1% |
| 3Y | +588.0% | +76.0% | +511.9% | +364.4% |
| 5Y | +449.1% | +110.9% | +338.2% | +231.1% |
| 10Y | +1,982.8% | +849.8% | +1,133.0% | +377.6% |
| All | +8,652.1% | +2,392.9% | +6,259.2% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling