+3,305.9%
CB vs STLD
+7,971.8%
-4,665.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +6.9% | +1.1% |
| 7D | +2.6% | -12.5% | +15.1% | +5.6% |
| 30D | +11.2% | -6.8% | +18.0% | +12.8% |
| 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% | +10.6% |
| 1Y | +32.4% | +45.5% | -13.1% | +19.0% |
| 3Y | +75.5% | +106.5% | -31.0% | +41.0% |
| 5Y | +105.5% | +267.2% | -161.7% | +38.7% |
| 10Y | +258.5% | +878.9% | -620.4% | +79.6% |
| All | +3,305.9% | +7,971.8% | -4,665.9% | +634.9% |
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