+725.3%
CAT vs STLD
+868.9%
-143.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -10.3% | -11.1% | +0.8% | -5.5% |
| 30D | -31.2% | -4.8% | -26.4% | -29.7% |
| 3M | -34.7% | -14.6% | -20.1% | -30.3% |
| 6M | -39.5% | -7.4% | -32.1% | -38.0% |
| YTD | -1.7% | +32.6% | -34.2% | -14.3% |
| 1Y | -1.1% | +47.3% | -48.4% | -17.8% |
| 3Y | +143.9% | +107.5% | +36.3% | +69.6% |
| 5Y | +194.8% | +268.8% | -74.1% | +50.7% |
| All | +725.3% | +868.9% | -143.6% | +140.1% |
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