+33.6%
CCL vs STLD
+289.0%
-255.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -2.1% |
| 7D | +5.8% | -4.7% | +10.5% | +8.1% |
| 30D | +17.3% | -0.9% | +18.2% | +17.5% |
| 3M | +11.3% | -11.9% | +23.2% | +17.4% |
| 6M | +18.5% | +0.9% | +17.6% | +15.6% |
| YTD | +2.8% | +40.4% | -37.6% | -15.9% |
| 1Y | +16.7% | +56.6% | -39.8% | -9.8% |
| 3Y | +146.0% | +125.5% | +20.6% | +52.6% |
| 5Y | +33.6% | +292.8% | -259.2% | -40.1% |
| All | +33.6% | +289.0% | -255.3% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling