+10.3%
CCI vs STLD
+127.2%
-116.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -1.4% | +6.9% | -8.2% | -1.5% |
| 30D | +12.7% | -1.5% | +14.2% | +12.7% |
| 3M | +23.0% | -9.7% | +32.7% | +23.1% |
| 6M | +0.6% | +2.3% | -1.7% | +0.7% |
| YTD | +4.9% | +41.0% | -36.1% | +4.9% |
| 1Y | +0.7% | +51.8% | -51.1% | +0.9% |
| All | +10.3% | +127.2% | -116.8% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling