-36.0%
CAG vs STLD
+119.8%
-155.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.5% | +1.2% |
| 7D | -3.3% | +2.9% | -6.3% | -3.3% |
| 30D | +7.7% | -5.6% | +13.2% | +7.6% |
| 3M | -3.2% | -11.7% | +8.5% | -3.2% |
| 6M | +7.0% | -2.8% | +9.7% | +6.7% |
| YTD | -9.0% | +36.4% | -45.4% | -9.9% |
| 1Y | -9.6% | +50.0% | -59.6% | -10.6% |
| 3Y | -36.0% | +122.3% | -158.3% | -35.8% |
| All | -36.0% | +119.8% | -155.8% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling