-32.5%
CBRS vs STLD
+1.6%
-34.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.6% | +11.9% | +9.9% |
| 7D | +17.3% | +3.1% | +14.1% | +17.9% |
| 30D | -2.0% | -9.0% | +7.0% | -6.0% |
| 3M | -2.5% | -12.4% | +9.9% | -5.8% |
| All | -32.5% | +1.6% | -34.1% | -34.8% |
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