+56.5%
CCI vs STLD
+779.4%
-722.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +0.9% | -9.7% | +10.6% | +1.8% |
| 30D | +10.3% | -4.5% | +14.8% | +10.7% |
| 3M | +17.9% | -13.1% | +31.0% | +19.2% |
| 6M | -0.5% | -2.8% | +2.3% | -0.5% |
| YTD | +2.7% | +35.3% | -32.6% | -0.8% |
| 1Y | +3.1% | +51.4% | -48.2% | -1.4% |
| 3Y | +8.0% | +117.9% | -110.0% | -2.2% |
| 5Y | -37.8% | +272.6% | -310.4% | -47.6% |
| 10Y | +56.5% | +782.2% | -725.7% | +12.1% |
| All | +56.5% | +779.4% | -722.9% | +12.1% |
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