+413.1%
CAH vs STLD
+292.4%
+120.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +5.4% | +3.1% | +2.2% | +5.0% |
| 30D | +3.3% | -9.0% | +12.3% | +4.4% |
| 3M | +22.8% | -12.4% | +35.2% | +24.5% |
| 6M | +11.3% | +25.5% | -14.2% | +7.6% |
| YTD | +21.1% | +43.6% | -22.5% | +14.7% |
| 1Y | +67.2% | +87.2% | -20.0% | +51.7% |
| 3Y | +195.6% | +135.2% | +60.4% | +151.8% |
| All | +413.1% | +292.4% | +120.7% | +276.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling