+4,372.1%
CTAS vs STLA
+189.2%
+4,182.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -0.7% | -6.4% | +5.6% | +0.4% |
| 30D | +10.3% | -1.3% | +11.6% | +10.2% |
| 3M | +10.2% | -19.9% | +30.1% | +13.9% |
| 6M | +34.4% | -42.9% | +77.3% | +47.0% |
| YTD | +19.6% | -59.4% | +79.0% | +37.3% |
| 1Y | +21.8% | -56.8% | +78.6% | +38.0% |
| 3Y | +74.1% | -73.1% | +147.2% | +108.5% |
| 5Y | +114.0% | -70.1% | +184.1% | +145.7% |
| 10Y | +813.9% | +19.8% | +794.2% | +731.5% |
| All | +4,372.1% | +189.2% | +4,182.8% | +3,776.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling