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  • CAG vs STLD✓SelectedUSD · STLDCAG vs STLD performance historyLatest closeAs of-0.98%09/09
Stock and ETF performance explorer

CAG vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-33.8%
STLD return
+1,092.9%
Excess return
-1,126.6%
Maximum drawdown
-62.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D-1.0%+0.2%-1.1%-1.0%
7D-6.6%-2.8%-3.8%-6.4%
30D+2.3%-10.4%+12.7%+3.1%
3M+16.3%-10.6%+26.9%+17.1%
6M-16.0%+32.7%-48.7%-18.3%
YTD-7.7%+42.8%-50.5%-10.8%
1Y-16.0%+86.9%-103.0%-20.8%
3Y-37.7%+143.8%-181.5%-43.3%
5Y-41.2%+293.5%-334.7%-50.0%
10Y-33.8%+1,122.7%-1,156.5%-45.7%
All-33.8%+1,092.9%-1,126.6%-45.7%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling