+116.9%
CTAS vs STLD
+288.2%
-171.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.5% | +6.9% | -6.4% | -0.7% |
| 30D | +10.2% | -1.5% | +11.7% | +10.3% |
| 3M | +12.1% | -9.7% | +21.8% | +13.7% |
| 6M | +38.3% | +2.3% | +35.9% | +36.3% |
| YTD | +21.9% | +41.0% | -19.1% | +11.8% |
| 1Y | +24.0% | +51.8% | -27.8% | +11.9% |
| 3Y | +75.1% | +126.4% | -51.3% | +41.0% |
| 5Y | +116.9% | +285.7% | -168.8% | +51.1% |
| All | +116.9% | +288.2% | -171.3% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling