+76.0%
CTAS vs STLD
+105.6%
-29.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | +1.2% | -11.1% | +12.3% | +2.6% |
| 30D | +12.8% | -4.8% | +17.5% | +13.3% |
| 3M | +10.3% | -14.6% | +24.8% | +12.3% |
| 6M | +32.0% | -7.4% | +39.4% | +32.4% |
| YTD | +19.1% | +32.6% | -13.4% | +12.0% |
| 1Y | +21.5% | +47.3% | -25.9% | +12.0% |
| 3Y | +76.0% | +107.5% | -31.5% | +53.0% |
| All | +76.0% | +105.6% | -29.6% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling