+386.1%
CARR vs STLD
+1,598.5%
-1,212.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.1% |
| 7D | -3.3% | -9.7% | +6.3% | +0.2% |
| 30D | -3.6% | -4.5% | +0.9% | -2.1% |
| 3M | -16.3% | -13.1% | -3.2% | -12.6% |
| 6M | -19.6% | -2.8% | -16.8% | -19.9% |
| YTD | +2.5% | +35.3% | -32.8% | -10.0% |
| 1Y | -5.8% | +51.4% | -57.2% | -20.7% |
| 3Y | +10.2% | +117.9% | -107.8% | -20.6% |
| 5Y | +4.7% | +272.6% | -267.9% | -40.2% |
| All | +386.1% | +1,598.5% | -1,212.4% | +60.8% |
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