+813.9%
CTAS vs STLD
+779.4%
+34.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | -0.7% | -9.7% | +8.9% | +2.0% |
| 30D | +10.3% | -4.5% | +14.8% | +11.4% |
| 3M | +10.2% | -13.1% | +23.3% | +13.7% |
| 6M | +34.4% | -2.8% | +37.1% | +33.5% |
| YTD | +19.6% | +35.3% | -15.8% | +7.0% |
| 1Y | +21.8% | +51.4% | -29.6% | +5.3% |
| 3Y | +74.1% | +117.9% | -43.8% | +30.0% |
| 5Y | +114.0% | +272.6% | -158.5% | +26.9% |
| 10Y | +813.9% | +782.2% | +31.8% | +255.5% |
| All | +813.9% | +779.4% | +34.6% | +255.5% |
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