+5,279.7%
CTAS vs STLD
+8,684.3%
-3,404.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -1.8% | +3.1% | -5.0% | -2.6% |
| 30D | -0.2% | -9.0% | +8.8% | +1.7% |
| 3M | +11.7% | -12.4% | +24.1% | +14.5% |
| 6M | +0.7% | +25.5% | -24.8% | -5.5% |
| YTD | +7.4% | +43.6% | -36.2% | -2.7% |
| 1Y | -2.1% | +87.2% | -89.3% | -17.0% |
| 3Y | +62.9% | +135.2% | -72.3% | +27.9% |
| 5Y | +111.9% | +290.9% | -179.0% | +42.6% |
| 10Y | +652.2% | +1,113.5% | -461.3% | +268.7% |
| All | +5,279.7% | +8,684.3% | -3,404.6% | +1,059.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling