+95.4%
CAT vs STLD
+89.3%
+6.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | +1.7% | +3.1% | -1.4% | +0.2% |
| 30D | -6.6% | -9.0% | +2.4% | -2.5% |
| 3M | -13.3% | -12.4% | -0.9% | -8.3% |
| 6M | +11.6% | +25.5% | -13.9% | -2.2% |
| YTD | +42.9% | +43.6% | -0.7% | +17.9% |
| 1Y | +95.4% | +87.2% | +8.2% | +49.2% |
| All | +95.4% | +89.3% | +6.2% | +49.2% |
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 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