-36.9%
CCI vs STLD
+255.4%
-292.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.6% |
| 7D | -0.1% | -11.1% | +11.0% | +0.8% |
| 30D | +28.4% | -4.8% | +33.2% | +28.8% |
| 3M | +20.0% | -14.6% | +34.5% | +21.3% |
| 6M | +0.8% | -7.4% | +8.2% | +1.1% |
| YTD | +3.6% | +32.6% | -29.0% | +0.8% |
| 1Y | +6.1% | +47.3% | -41.2% | +2.3% |
| 3Y | +7.2% | +107.5% | -100.3% | -2.0% |
| All | -36.9% | +255.4% | -292.3% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling