+662.9%
CTAS vs STRL
+7,463.3%
-6,800.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.4% |
| 7D | 0.0% | +10.1% | -10.2% | -1.2% |
| 30D | -1.0% | -8.2% | +7.2% | -0.2% |
| 3M | +15.8% | -43.7% | +59.5% | +22.7% |
| 6M | -1.0% | +27.1% | -28.1% | -10.0% |
| YTD | +7.4% | +64.0% | -56.6% | -7.0% |
| 1Y | -0.1% | +75.2% | -75.3% | -15.8% |
| 3Y | +66.3% | +539.9% | -473.6% | +3.4% |
| 5Y | +111.0% | +2,133.0% | -2,022.0% | -2.7% |
| 10Y | +662.9% | +7,178.3% | -6,515.4% | +148.7% |
| All | +662.9% | +7,463.3% | -6,800.4% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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