-33.8%
CAG vs STLD
+1,092.9%
-1,126.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 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