+2,074.0%
CAH vs STLD
+8,684.3%
-6,610.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +5.4% | +3.1% | +2.2% | +4.8% |
| 30D | +3.3% | -9.0% | +12.3% | +4.9% |
| 3M | +22.8% | -12.4% | +35.2% | +25.1% |
| 6M | +11.3% | +25.5% | -14.2% | +6.3% |
| YTD | +21.1% | +43.6% | -22.5% | +12.8% |
| 1Y | +67.2% | +87.2% | -20.0% | +48.2% |
| 3Y | +195.6% | +135.2% | +60.4% | +146.7% |
| 5Y | +413.8% | +290.9% | +123.0% | +282.9% |
| 10Y | +309.6% | +1,113.5% | -803.9% | +142.6% |
| All | +2,074.0% | +8,684.3% | -6,610.3% | +716.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling