+293.7%
CAH vs STLD
+1,072.4%
-778.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | +1.7% | -8.4% | +10.2% | +3.6% |
| 3M | +17.9% | -9.9% | +27.7% | +20.1% |
| 6M | +10.9% | +33.0% | -22.1% | +2.9% |
| YTD | +17.9% | +42.6% | -24.7% | +7.0% |
| 1Y | +61.7% | +80.8% | -19.1% | +37.7% |
| 3Y | +183.7% | +143.4% | +40.3% | +115.7% |
| 5Y | +401.3% | +293.4% | +107.9% | +214.6% |
| 10Y | +293.7% | +1,080.4% | -786.8% | +55.1% |
| All | +293.7% | +1,072.4% | -778.7% | +55.1% |
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