+60.7%
CAH vs STLD
+80.8%
-20.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.2% | -2.8% | +0.6% | -2.3% |
| 30D | +1.2% | -10.4% | +11.6% | +0.5% |
| 3M | +13.1% | -10.6% | +23.7% | +12.1% |
| 6M | +8.5% | +32.7% | -24.2% | +11.9% |
| YTD | +17.6% | +42.8% | -25.2% | +23.6% |
| 1Y | +60.7% | +86.9% | -26.3% | +73.0% |
| All | +60.7% | +80.8% | -20.1% | +73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling