+5,975.8%
CTAS vs STLD
+7,971.8%
-1,996.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.6% | +6.4% | +0.6% |
| 7D | +3.8% | -12.5% | +16.3% | +7.0% |
| 30D | +15.5% | -6.8% | +22.4% | +17.2% |
| 3M | +12.7% | -16.4% | +29.1% | +16.7% |
| 6M | +34.5% | -6.1% | +40.6% | +34.9% |
| YTD | +21.3% | +32.0% | -10.7% | +11.7% |
| 1Y | +23.1% | +45.5% | -22.4% | +10.6% |
| 3Y | +79.3% | +106.5% | -27.2% | +44.9% |
| 5Y | +114.7% | +267.2% | -152.5% | +46.5% |
| 10Y | +867.1% | +878.9% | -11.8% | +396.3% |
| All | +5,975.8% | +7,971.8% | -1,996.0% | +1,231.0% |
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 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