+688.6%
CAT vs STLD
+761.4%
-72.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.6% |
| 7D | +7.4% | +2.9% | +4.5% | +6.0% |
| 30D | -19.7% | -5.6% | -14.1% | -17.7% |
| 3M | -29.6% | -11.7% | -17.9% | -26.0% |
| 6M | -33.2% | -2.8% | -30.4% | -33.1% |
| YTD | +5.7% | +36.4% | -30.8% | -9.1% |
| 1Y | +9.3% | +50.0% | -40.7% | -9.8% |
| 3Y | +158.3% | +122.3% | +36.0% | +74.7% |
| 5Y | +211.6% | +273.2% | -61.6% | +59.2% |
| All | +688.6% | +761.4% | -72.8% | +170.5% |
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