+690.5%
CAT vs STLD
+797.3%
-106.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | -24.6% | -0.1% | -24.5% | -24.6% |
| 3M | -28.5% | -9.2% | -19.3% | -25.8% |
| 6M | -34.8% | +1.8% | -36.6% | -36.0% |
| YTD | +5.9% | +42.1% | -36.2% | -10.5% |
| 1Y | +6.8% | +58.5% | -51.7% | -14.0% |
| 3Y | +161.1% | +128.2% | +32.9% | +74.6% |
| 5Y | +213.4% | +288.2% | -74.8% | +57.4% |
| All | +690.5% | +797.3% | -106.8% | +166.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling