+14,346.1%
CTAS vs STRL
+19,359.6%
-5,013.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.8% | -6.0% | -0.5% |
| 7D | -1.8% | +3.4% | -5.2% | -2.0% |
| 30D | -0.2% | -9.2% | +9.0% | +0.1% |
| 3M | +11.7% | -51.0% | +62.7% | +14.6% |
| 6M | +0.7% | +15.8% | -15.1% | -1.4% |
| YTD | +7.4% | +58.9% | -51.5% | +3.5% |
| 1Y | -2.1% | +68.5% | -70.6% | -6.3% |
| 3Y | +62.9% | +485.2% | -422.3% | +45.7% |
| 5Y | +111.9% | +2,005.1% | -1,893.2% | +78.1% |
| 10Y | +652.2% | +7,118.0% | -6,465.8% | +495.3% |
| All | +14,346.1% | +19,359.6% | -5,013.5% | +10,145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling