+12.0%
CARR vs STLD
+291.8%
-279.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +3.2% | +2.7% | +0.6% | +2.2% |
| 30D | -7.7% | -8.4% | +0.8% | -5.1% |
| 3M | -11.9% | -9.9% | -2.1% | -9.5% |
| 6M | +2.0% | +33.0% | -31.0% | -8.8% |
| YTD | +13.2% | +42.6% | -29.4% | -1.5% |
| 1Y | -8.5% | +80.8% | -89.3% | -26.7% |
| 3Y | +5.0% | +143.4% | -138.5% | -25.3% |
| 5Y | +12.0% | +293.4% | -281.4% | -31.2% |
| All | +12.0% | +291.8% | -279.8% | -31.2% |
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