+674.0%
CAT vs STLD
+804.7%
-130.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -4.0% |
| 7D | -6.3% | -4.7% | -1.7% | -4.3% |
| 30D | -26.8% | -0.9% | -25.8% | -26.5% |
| 3M | -30.0% | -11.9% | -18.2% | -26.4% |
| 6M | -34.6% | +0.9% | -35.5% | -35.5% |
| YTD | +2.9% | +40.4% | -37.5% | -12.6% |
| 1Y | +3.3% | +56.6% | -53.3% | -16.4% |
| 3Y | +153.7% | +125.5% | +28.2% | +70.5% |
| 5Y | +207.3% | +292.8% | -85.5% | +53.5% |
| 10Y | +674.0% | +787.1% | -113.1% | +158.8% |
| All | +674.0% | +804.7% | -130.7% | +158.8% |
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 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