+895.8%
CCI vs STLD
+11,725.0%
-10,829.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.5% |
| 7D | -0.4% | +3.1% | -3.6% | -1.2% |
| 30D | +2.7% | -9.0% | +11.7% | +4.6% |
| 3M | -18.2% | -12.4% | -5.8% | -16.2% |
| 6M | -14.8% | +25.5% | -40.3% | -20.0% |
| YTD | -12.6% | +43.6% | -56.2% | -20.7% |
| 1Y | -16.7% | +87.2% | -103.9% | -29.2% |
| 3Y | -10.5% | +135.2% | -145.7% | -30.3% |
| 5Y | -51.4% | +290.9% | -342.3% | -68.0% |
| 10Y | +20.0% | +1,113.5% | -1,093.4% | -47.6% |
| All | +895.8% | +11,725.0% | -10,829.2% | +76.3% |
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 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