+834.0%
CTAS vs STRL
+3,580.1%
-2,746.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.2% |
| 7D | +1.2% | -26.9% | +28.1% | +4.2% |
| 30D | +12.8% | -52.7% | +65.4% | +21.9% |
| 3M | +10.3% | -52.8% | +63.1% | +18.8% |
| 6M | +32.0% | -71.5% | +103.5% | +48.9% |
| YTD | +19.1% | -17.4% | +36.6% | +10.5% |
| 1Y | +21.5% | -35.0% | +56.4% | +16.5% |
| 3Y | +76.0% | +239.2% | -163.2% | +16.2% |
| 5Y | +110.9% | +830.2% | -719.3% | +8.5% |
| All | +834.0% | +3,580.1% | -2,746.1% | +250.0% |
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