+813.9%
CTAS vs STRL
+4,310.8%
-3,496.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +15.0% | -14.6% | -1.3% |
| 7D | -0.7% | -13.3% | +12.6% | +0.2% |
| 30D | +10.3% | -43.3% | +53.6% | +16.6% |
| 3M | +10.2% | -46.9% | +57.1% | +17.0% |
| 6M | +34.4% | -65.6% | +100.0% | +48.1% |
| YTD | +19.6% | -5.1% | +24.6% | +9.1% |
| 1Y | +21.8% | -23.1% | +44.9% | +14.3% |
| 3Y | +74.1% | +346.8% | -272.7% | +10.4% |
| 5Y | +114.0% | +907.2% | -793.1% | +9.7% |
| 10Y | +813.9% | +3,988.2% | -3,174.2% | +239.9% |
| All | +813.9% | +4,310.8% | -3,496.8% | +239.9% |
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