+113.3%
CTAS vs STRL
+779.4%
-666.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.0% |
| 7D | +1.2% | -26.9% | +28.1% | +2.5% |
| 30D | +12.8% | -52.7% | +65.4% | +17.0% |
| 3M | +10.3% | -52.8% | +63.1% | +14.2% |
| 6M | +32.0% | -71.5% | +103.5% | +40.4% |
| YTD | +19.1% | -17.4% | +36.6% | +11.1% |
| 1Y | +21.5% | -35.0% | +56.4% | +16.1% |
| 3Y | +76.0% | +239.2% | -163.2% | +23.5% |
| All | +113.3% | +779.4% | -666.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling