+3,021.1%
CB vs STLD
+8,684.3%
-5,663.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +0.5% | +3.1% | -2.7% | -0.3% |
| 30D | -3.1% | -9.0% | +5.9% | -1.2% |
| 3M | +9.0% | -12.4% | +21.3% | +11.6% |
| 6M | +2.9% | +25.5% | -22.7% | -3.6% |
| YTD | +10.1% | +43.6% | -33.5% | -0.2% |
| 1Y | +22.8% | +87.2% | -64.4% | +4.1% |
| 3Y | +73.8% | +135.2% | -61.4% | +35.7% |
| 5Y | +99.2% | +290.9% | -191.7% | +32.6% |
| 10Y | +218.2% | +1,113.5% | -895.2% | +52.0% |
| All | +3,021.1% | +8,684.3% | -5,663.2% | +562.7% |
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