+21.7%
CTAS vs STLD
+50.3%
-28.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.3% |
| 7D | -0.7% | -9.7% | +8.9% | -0.5% |
| 30D | +10.3% | -4.5% | +14.8% | +10.3% |
| 3M | +10.2% | -13.1% | +23.3% | +10.8% |
| 6M | +34.4% | -2.8% | +37.1% | +34.0% |
| YTD | +19.6% | +35.3% | -15.8% | +14.9% |
| All | +21.7% | +50.3% | -28.7% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling