+65.4%
CCI vs STLD
+802.0%
-736.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +9.9% | -0.1% | +10.0% | +9.9% |
| 3M | +22.7% | -9.2% | +31.8% | +23.6% |
| 6M | +0.8% | +1.8% | -0.9% | +0.3% |
| YTD | +4.1% | +42.1% | -38.0% | +0.1% |
| 1Y | -0.6% | +58.5% | -59.1% | -5.5% |
| 3Y | +9.4% | +128.2% | -118.8% | -1.3% |
| 5Y | -36.8% | +288.2% | -325.1% | -47.1% |
| 10Y | +65.4% | +799.8% | -734.4% | +15.9% |
| All | +65.4% | +802.0% | -736.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling