+74.9%
CB vs STLD
+104.7%
-29.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | -0.4% |
| 7D | +2.6% | -12.5% | +15.1% | +3.2% |
| 30D | +11.2% | -6.8% | +18.0% | +11.5% |
| 3M | +5.7% | -16.4% | +22.1% | +6.5% |
| 6M | +15.9% | -6.1% | +22.0% | +15.9% |
| YTD | +20.2% | +32.0% | -11.8% | +17.1% |
| 1Y | +32.4% | +45.5% | -13.1% | +28.0% |
| All | +74.9% | +104.7% | -29.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling