+65.5%
CTAS vs STLA
-64.4%
+129.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.8% | +2.6% | -4.4% | -2.1% |
| 30D | -0.2% | -1.2% | +1.0% | -0.2% |
| 3M | +11.7% | -24.8% | +36.4% | +14.4% |
| 6M | +0.7% | -25.6% | +26.3% | +3.0% |
| YTD | +7.4% | -48.9% | +56.4% | +13.3% |
| 1Y | -2.1% | -38.8% | +36.7% | +0.7% |
| All | +65.5% | -64.4% | +129.9% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling