+4,356.0%
CTAS vs STLA
+189.9%
+4,166.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +1.2% | -4.5% | +5.7% | +2.0% |
| 30D | +12.8% | -3.9% | +16.7% | +13.2% |
| 3M | +10.3% | -20.2% | +30.5% | +14.1% |
| 6M | +32.0% | -42.2% | +74.2% | +44.0% |
| YTD | +19.1% | -59.3% | +78.5% | +36.8% |
| 1Y | +21.5% | -56.1% | +77.5% | +37.1% |
| 3Y | +76.0% | -73.7% | +149.7% | +111.7% |
| 5Y | +110.9% | -70.3% | +181.2% | +142.4% |
| 10Y | +849.8% | +23.1% | +826.7% | +761.5% |
| All | +4,356.0% | +189.9% | +4,166.2% | +3,761.0% |
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