+421.5%
CAH vs STLD
+779.4%
-357.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.5% |
| 7D | +7.8% | -9.7% | +17.5% | +10.1% |
| 30D | +15.5% | -4.5% | +20.0% | +16.4% |
| 3M | +16.3% | -13.1% | +29.4% | +19.3% |
| 6M | +50.0% | -2.8% | +52.8% | +49.5% |
| YTD | +34.7% | +35.3% | -0.6% | +23.4% |
| 1Y | +35.9% | +51.4% | -15.4% | +21.1% |
| 3Y | +178.5% | +117.9% | +60.5% | +118.0% |
| 5Y | +515.7% | +272.6% | +243.1% | +292.5% |
| 10Y | +421.5% | +782.2% | -360.7% | +129.2% |
| All | +421.5% | +779.4% | -357.9% | +129.2% |
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