-39.7%
CAG vs STLD
+292.4%
-332.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | -3.8% | +3.1% | -6.9% | -3.9% |
| 30D | +3.1% | -9.0% | +12.1% | +3.6% |
| 3M | +23.5% | -12.4% | +35.8% | +24.2% |
| 6M | -14.8% | +25.5% | -40.3% | -16.2% |
| YTD | -5.4% | +43.6% | -49.1% | -7.8% |
| 1Y | -11.8% | +87.2% | -99.0% | -15.4% |
| 3Y | -36.7% | +135.2% | -171.9% | -40.8% |
| All | -39.7% | +292.4% | -332.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling