+237.4%
CCL vs STLD
+8,008.3%
-7,770.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.6% | -11.1% | +13.7% | +6.8% |
| 30D | +13.1% | -4.8% | +17.9% | +14.9% |
| 3M | +3.3% | -14.6% | +17.8% | +8.3% |
| 6M | +8.7% | -7.4% | +16.1% | +10.4% |
| YTD | -1.6% | +32.6% | -34.2% | -11.9% |
| 1Y | +14.0% | +47.3% | -33.4% | -1.6% |
| 3Y | +145.1% | +107.5% | +37.6% | +85.7% |
| 5Y | +21.2% | +268.8% | -247.6% | -25.5% |
| 10Y | -29.8% | +883.3% | -913.1% | -68.4% |
| All | +237.4% | +8,008.3% | -7,770.9% | -38.4% |
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