+5.0%
CARR vs STLD
+141.4%
-136.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +3.2% | +2.7% | +0.6% | +2.2% |
| 30D | -7.7% | -8.4% | +0.8% | -4.9% |
| 3M | -11.9% | -9.9% | -2.1% | -9.2% |
| 6M | +2.0% | +33.0% | -31.0% | -10.2% |
| YTD | +13.2% | +42.6% | -29.4% | -3.3% |
| 1Y | -8.5% | +80.8% | -89.3% | -28.9% |
| 3Y | +5.0% | +143.4% | -138.5% | -29.1% |
| All | +5.0% | +141.4% | -136.5% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling