+655.6%
CTAS vs STLD
+1,087.1%
-431.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 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