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  • CTAS vs STLD✓SelectedUSD · STLDCTAS vs STLD performance historyLatest closeAs of-0.29%09/04
Stock and ETF performance explorer

CTAS vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+655.6%
STLD return
+1,087.1%
Excess return
-431.5%
Maximum drawdown
-48.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D-0.3%-1.6%+1.3%+0.2%
7D-1.8%+3.1%-5.0%-2.7%
30D-0.2%-9.0%+8.8%+2.1%
3M+11.7%-12.4%+24.1%+15.0%
6M+0.7%+25.5%-24.8%-7.0%
YTD+7.4%+43.6%-36.2%-5.0%
1Y-2.1%+87.2%-89.3%-20.3%
3Y+62.9%+135.2%-72.3%+19.5%
5Y+111.9%+290.9%-179.0%+24.6%
All+655.6%+1,087.1%-431.5%+174.3%

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