+254.5%
CB vs STLD
+864.5%
-610.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | +1.0% |
| 7D | +2.6% | -12.5% | +15.1% | +5.6% |
| 30D | +11.2% | -6.8% | +18.0% | +12.7% |
| 3M | +5.7% | -16.4% | +22.1% | +9.5% |
| 6M | +15.9% | -6.1% | +22.0% | +16.2% |
| YTD | +20.2% | +32.0% | -11.8% | +10.3% |
| 1Y | +32.4% | +45.5% | -13.1% | +18.6% |
| 3Y | +75.5% | +106.5% | -31.0% | +38.9% |
| 5Y | +105.5% | +267.2% | -161.7% | +30.7% |
| All | +254.5% | +864.5% | -610.0% | +62.4% |
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 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