-35.7%
CAG vs STLD
+144.6%
-180.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -3.8% | +3.1% | -6.9% | -3.8% |
| 30D | +3.1% | -9.0% | +12.1% | +3.3% |
| 3M | +23.5% | -12.4% | +35.8% | +23.7% |
| 6M | -14.8% | +25.5% | -40.3% | -15.6% |
| YTD | -5.4% | +43.6% | -49.1% | -6.6% |
| 1Y | -11.8% | +87.2% | -99.0% | -13.3% |
| All | -35.7% | +144.6% | -180.3% | -37.7% |
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 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