+210.1%
CAT vs STLD
+269.6%
-59.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.1% | +5.1% | +6.3% |
| 7D | -2.4% | -9.7% | +7.3% | +1.9% |
| 30D | -25.0% | -4.5% | -20.5% | -23.5% |
| 3M | -28.7% | -13.1% | -15.6% | -24.7% |
| 6M | -33.0% | -2.8% | -30.2% | -32.8% |
| YTD | +5.4% | +35.3% | -29.9% | -8.2% |
| 1Y | +7.3% | +51.4% | -44.1% | -10.8% |
| 3Y | +166.0% | +117.9% | +48.1% | +87.1% |
| 5Y | +210.1% | +272.6% | -62.5% | +78.5% |
| All | +210.1% | +269.6% | -59.5% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling