+16,011.1%
STX vs CTAS
+2,147.5%
+13,863.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.5% |
| 7D | +2.4% | -1.8% | +4.2% | +3.3% |
| 30D | +1.4% | -0.2% | +1.6% | +1.1% |
| 3M | -8.2% | +11.7% | -19.9% | -16.4% |
| 6M | +127.0% | +0.7% | +126.3% | +117.5% |
| YTD | +209.1% | +7.4% | +201.7% | +184.0% |
| 1Y | +365.4% | -2.1% | +367.5% | +347.0% |
| 3Y | +1,135.4% | +62.9% | +1,072.5% | +771.2% |
| 5Y | +991.5% | +111.9% | +879.6% | +556.9% |
| 10Y | +3,695.8% | +652.2% | +3,043.6% | +899.1% |
| All | +16,011.1% | +2,147.5% | +13,863.6% | +1,577.7% |
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