+815.5%
CTAS vs STLA
-4.1%
+819.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +2.0% | -13.8% | +15.7% | +5.5% |
| 30D | +8.7% | -10.5% | +19.2% | +11.1% |
| 3M | +13.3% | -28.9% | +42.1% | +21.8% |
| 6M | +39.4% | -49.7% | +89.1% | +62.4% |
| YTD | +21.5% | -64.9% | +86.4% | +52.3% |
| 1Y | +21.9% | -64.0% | +85.9% | +51.3% |
| 3Y | +73.6% | -77.4% | +151.1% | +134.0% |
| 5Y | +116.2% | -74.4% | +190.6% | +169.5% |
| All | +815.5% | -4.1% | +819.6% | +696.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling