+21.9%
CCL vs STLD
+59.7%
-37.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.0% | +10.3% | +8.4% |
| 7D | +11.6% | -3.9% | +15.6% | +13.3% |
| 30D | +22.5% | -0.4% | +22.9% | +22.4% |
| 3M | +6.4% | -9.2% | +15.6% | +10.6% |
| 6M | +23.4% | +5.0% | +18.4% | +17.0% |
| YTD | +4.2% | +42.8% | -38.6% | -19.1% |
| 1Y | +21.9% | +60.1% | -38.2% | -14.3% |
| All | +21.9% | +59.7% | -37.8% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling