+6,041.5%
CAT vs STLD
+8,634.8%
-2,593.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.0% | -2.2% | -4.2% |
| 7D | -17.1% | -3.9% | -13.2% | -16.0% |
| 30D | -30.1% | -0.4% | -29.7% | -30.0% |
| 3M | -32.4% | -9.2% | -23.2% | -30.4% |
| 6M | -32.1% | +5.0% | -37.1% | -33.7% |
| YTD | +4.1% | +42.8% | -38.7% | -8.6% |
| 1Y | +8.9% | +60.1% | -51.2% | -8.0% |
| 3Y | +155.5% | +123.5% | +32.0% | +89.5% |
| 5Y | +215.5% | +302.0% | -86.5% | +86.3% |
| 10Y | +788.9% | +959.3% | -170.4% | +262.1% |
| All | +6,041.5% | +8,634.8% | -2,593.3% | +1,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling