+815.5%
CTAS vs STLD
+761.4%
+54.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.6% |
| 7D | +2.0% | +2.9% | -1.0% | +1.1% |
| 30D | +8.7% | -5.6% | +14.2% | +10.1% |
| 3M | +13.3% | -11.7% | +25.0% | +16.4% |
| 6M | +39.4% | -2.8% | +42.2% | +38.5% |
| YTD | +21.5% | +36.4% | -15.0% | +8.4% |
| 1Y | +21.9% | +50.0% | -28.1% | +5.7% |
| 3Y | +73.6% | +122.3% | -48.7% | +28.8% |
| 5Y | +116.2% | +273.2% | -157.0% | +28.1% |
| All | +815.5% | +761.4% | +54.1% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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