+50.8%
CDE vs STLD
+89.3%
-38.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.4% |
| 7D | +0.5% | +3.1% | -2.6% | -0.5% |
| 30D | +21.9% | -9.0% | +30.8% | +26.0% |
| 3M | +14.9% | -12.4% | +27.3% | +21.1% |
| 6M | -10.5% | +25.5% | -36.0% | -21.0% |
| YTD | +19.3% | +43.6% | -24.4% | +3.7% |
| 1Y | +50.8% | +87.2% | -36.4% | +32.4% |
| All | +50.8% | +89.3% | -38.4% | +32.4% |
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 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