+18.3%
CCI vs STLD
+1,072.4%
-1,054.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +0.2% | +2.7% | -2.5% | -0.1% |
| 30D | +0.5% | -8.4% | +8.9% | +1.2% |
| 3M | -16.3% | -9.9% | -6.4% | -15.6% |
| 6M | -13.9% | +33.0% | -47.0% | -16.5% |
| YTD | -12.4% | +42.6% | -55.0% | -15.7% |
| 1Y | -15.2% | +80.8% | -95.9% | -20.2% |
| 3Y | -9.9% | +143.4% | -153.3% | -19.0% |
| 5Y | -50.8% | +293.4% | -344.3% | -58.6% |
| 10Y | +18.3% | +1,080.4% | -1,062.1% | -19.5% |
| All | +18.3% | +1,072.4% | -1,054.1% | -19.5% |
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 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