+662.9%
CTAS vs STLA
+48.0%
+614.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.8% |
| 7D | 0.0% | +0.7% | -0.8% | -0.3% |
| 30D | -1.0% | -2.4% | +1.4% | -0.7% |
| 3M | +15.8% | -23.9% | +39.6% | +23.0% |
| 6M | -1.0% | -24.6% | +23.6% | +4.8% |
| YTD | +7.4% | -50.5% | +57.9% | +24.6% |
| 1Y | -0.1% | -39.8% | +39.7% | +8.7% |
| 3Y | +66.3% | -65.6% | +131.9% | +101.5% |
| 5Y | +111.0% | -62.1% | +173.1% | +138.8% |
| 10Y | +662.9% | +47.8% | +615.1% | +496.5% |
| All | +662.9% | +48.0% | +614.9% | +496.5% |
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