+411.5%
CAH vs STLD
+761.4%
-349.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.8% |
| 7D | +3.5% | +2.9% | +0.5% | +2.8% |
| 30D | +13.5% | -5.6% | +19.0% | +14.6% |
| 3M | +21.8% | -11.7% | +33.6% | +24.6% |
| 6M | +51.5% | -2.8% | +54.3% | +51.0% |
| YTD | +38.1% | +36.4% | +1.6% | +26.2% |
| 1Y | +37.7% | +50.0% | -12.3% | +23.0% |
| 3Y | +179.6% | +122.3% | +57.3% | +117.8% |
| 5Y | +504.9% | +273.2% | +231.7% | +286.3% |
| All | +411.5% | +761.4% | -349.9% | +146.3% |
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