+3,329.2%
CB vs STLD
+8,634.8%
-5,305.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.0% | +5.1% | +2.8% |
| 7D | +5.3% | -3.9% | +9.2% | +6.2% |
| 30D | +13.2% | -0.4% | +13.6% | +13.2% |
| 3M | +7.8% | -9.2% | +17.0% | +9.6% |
| 6M | +15.8% | +5.0% | +10.8% | +13.2% |
| YTD | +21.0% | +42.8% | -21.8% | +9.5% |
| 1Y | +32.2% | +60.1% | -27.9% | +16.4% |
| 3Y | +76.7% | +123.5% | -46.8% | +39.6% |
| 5Y | +110.4% | +302.0% | -191.7% | +39.1% |
| 10Y | +261.0% | +959.3% | -698.3% | +77.7% |
| All | +3,329.2% | +8,634.8% | -5,305.6% | +627.2% |
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