+835.9%
CDE vs STLD
+141.4%
+694.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.2% |
| 30D | +18.8% | -8.4% | +27.2% | +22.8% |
| 3M | +23.5% | -9.9% | +33.4% | +28.1% |
| 6M | -8.6% | +33.0% | -41.7% | -21.2% |
| YTD | +16.0% | +42.6% | -26.6% | -3.1% |
| 1Y | +42.1% | +80.8% | -38.7% | +5.8% |
| 3Y | +835.9% | +143.4% | +692.5% | +447.0% |
| All | +835.9% | +141.4% | +694.5% | +447.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling