+246.7%
CB vs STLD
+804.7%
-558.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.7% |
| 7D | +0.7% | -4.7% | +5.4% | +1.7% |
| 30D | +8.2% | -0.9% | +9.1% | +8.2% |
| 3M | +6.3% | -11.9% | +18.2% | +8.8% |
| 6M | +16.2% | +0.9% | +15.3% | +14.6% |
| YTD | +19.3% | +40.4% | -21.1% | +8.0% |
| 1Y | +29.2% | +56.6% | -27.3% | +13.7% |
| 3Y | +71.4% | +125.5% | -54.0% | +32.6% |
| 5Y | +104.2% | +292.8% | -188.6% | +27.5% |
| 10Y | +246.7% | +787.1% | -540.4% | +56.1% |
| All | +246.7% | +804.7% | -558.0% | +56.1% |
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