+46.7%
CDE vs STLD
+80.8%
-34.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -2.0% | -2.8% | +0.8% | -1.0% |
| 30D | +15.7% | -10.4% | +26.1% | +20.2% |
| 3M | +30.5% | -10.6% | +41.1% | +35.8% |
| 6M | -7.4% | +32.7% | -40.1% | -19.4% |
| YTD | +17.9% | +42.8% | -24.9% | +3.5% |
| 1Y | +46.7% | +86.9% | -40.2% | +37.3% |
| All | +46.7% | +80.8% | -34.1% | +37.3% |
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