+3,917.4%
CTAS vs STLA
+263.8%
+3,653.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.8% | +2.6% | -4.4% | -2.3% |
| 30D | -0.2% | -1.2% | +1.0% | -0.1% |
| 3M | +11.7% | -24.8% | +36.4% | +17.0% |
| 6M | +0.7% | -25.6% | +26.3% | +5.3% |
| YTD | +7.4% | -48.9% | +56.4% | +19.0% |
| 1Y | -2.1% | -38.8% | +36.7% | +4.1% |
| 3Y | +62.9% | -64.5% | +127.5% | +86.3% |
| 5Y | +111.9% | -62.4% | +174.3% | +134.5% |
| 10Y | +652.2% | +55.4% | +596.8% | +557.4% |
| All | +3,917.4% | +263.8% | +3,653.6% | +3,259.2% |
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