+394.0%
CARR vs STLD
+1,612.5%
-1,218.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | +3.5% | +2.9% | +0.5% | +2.4% |
| 30D | +0.4% | -5.6% | +5.9% | +2.2% |
| 3M | -14.1% | -11.7% | -2.4% | -10.8% |
| 6M | -16.7% | -2.8% | -13.9% | -17.0% |
| YTD | +4.2% | +36.4% | -32.3% | -8.8% |
| 1Y | -0.2% | +50.0% | -50.2% | -15.7% |
| 3Y | +10.9% | +122.3% | -111.4% | -20.8% |
| 5Y | +3.9% | +273.2% | -269.3% | -40.6% |
| All | +394.0% | +1,612.5% | -1,218.5% | +62.9% |
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 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