+1,080.4%
CCI vs STLD
+10,815.1%
-9,734.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.7% |
| 7D | -0.1% | -11.1% | +11.0% | +2.5% |
| 30D | +28.4% | -4.8% | +33.2% | +29.6% |
| 3M | +20.0% | -14.6% | +34.5% | +23.7% |
| 6M | +0.8% | -7.4% | +8.2% | +1.6% |
| YTD | +3.6% | +32.6% | -29.0% | -4.4% |
| 1Y | +6.1% | +47.3% | -41.2% | -4.6% |
| 3Y | +7.2% | +107.5% | -100.3% | -14.2% |
| 5Y | -37.0% | +268.8% | -305.8% | -57.9% |
| 10Y | +54.2% | +883.3% | -829.1% | -29.1% |
| All | +1,080.4% | +10,815.1% | -9,734.7% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling