-70.5%
CBRS vs STLD
+1.0%
-71.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.0% | -3.1% | -6.2% |
| 7D | -18.4% | -3.9% | -14.5% | -18.5% |
| 30D | -49.4% | -0.4% | -49.0% | -49.4% |
| 3M | -59.6% | -9.2% | -50.4% | -61.2% |
| All | -70.5% | +1.0% | -71.5% | -71.5% |
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 · Available span rolling