+120.0%
CAG vs STLD
+8,177.9%
-8,057.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +4.6% | -9.7% | +14.2% | +5.5% |
| 30D | +14.7% | -4.5% | +19.2% | +15.0% |
| 3M | +2.4% | -13.1% | +15.5% | +3.4% |
| 6M | +10.7% | -2.8% | +13.5% | +10.5% |
| YTD | -5.5% | +35.3% | -40.9% | -8.8% |
| 1Y | -4.6% | +51.4% | -56.0% | -8.9% |
| 3Y | -34.4% | +117.9% | -152.4% | -40.2% |
| 5Y | -39.2% | +272.6% | -311.8% | -48.1% |
| 10Y | -39.0% | +782.2% | -821.1% | -53.8% |
| All | +120.0% | +8,177.9% | -8,057.8% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling