-7.3%
CARR vs STLD
+80.8%
-88.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.6% |
| 30D | -8.7% | -10.4% | +1.7% | -5.3% |
| 3M | -18.4% | -10.6% | -7.8% | -15.6% |
| 6M | -0.6% | +32.7% | -33.3% | -13.6% |
| YTD | +10.9% | +42.8% | -31.9% | -6.6% |
| 1Y | -7.3% | +86.9% | -94.2% | -26.4% |
| All | -7.3% | +80.8% | -88.1% | -26.4% |
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