-34.0%
CCL vs STLD
+761.4%
-795.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +1.5% |
| 7D | -1.2% | +2.9% | -4.1% | -2.9% |
| 30D | +13.1% | -5.6% | +18.7% | +16.6% |
| 3M | +3.4% | -11.7% | +15.1% | +9.8% |
| 6M | +18.7% | -2.8% | +21.5% | +17.7% |
| YTD | -2.3% | +36.4% | -38.7% | -21.7% |
| 1Y | +14.2% | +50.0% | -35.8% | -13.8% |
| 3Y | +133.6% | +122.3% | +11.3% | +32.2% |
| 5Y | +33.5% | +273.2% | -239.7% | -49.8% |
| All | -34.0% | +761.4% | -795.5% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling