-30.8%
CCL vs STLD
+868.9%
-899.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +3.1% | -11.1% | +14.2% | +10.3% |
| 30D | +13.7% | -4.8% | +18.5% | +16.7% |
| 3M | +3.8% | -14.6% | +18.4% | +12.3% |
| 6M | +9.3% | -7.4% | +16.7% | +11.6% |
| YTD | -1.1% | +32.6% | -33.7% | -19.2% |
| 1Y | +14.6% | +47.3% | -32.8% | -12.3% |
| 3Y | +146.4% | +107.5% | +38.9% | +46.2% |
| 5Y | +21.9% | +268.8% | -247.0% | -53.5% |
| All | -30.8% | +868.9% | -899.7% | -86.2% |
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