+27.2%
CB vs STLD
+50.3%
-23.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.4% |
| 7D | -1.5% | -9.7% | +8.2% | -1.6% |
| 30D | +6.5% | -4.5% | +11.1% | +6.4% |
| 3M | +4.1% | -13.1% | +17.2% | +3.9% |
| 6M | +14.4% | -2.8% | +17.2% | +14.2% |
| YTD | +17.5% | +35.3% | -17.8% | +15.5% |
| All | +27.2% | +50.3% | -23.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling