+137.3%
CDE vs STLD
+269.6%
-132.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +5.4% |
| 7D | +23.5% | -9.7% | +33.2% | +29.0% |
| 30D | -4.0% | -4.5% | +0.6% | -2.2% |
| 3M | -5.4% | -13.1% | +7.7% | -0.1% |
| 6M | -11.3% | -2.8% | -8.5% | -11.7% |
| YTD | -7.6% | +35.3% | -43.0% | -21.9% |
| 1Y | +12.1% | +51.4% | -39.3% | -10.1% |
| 3Y | +652.0% | +117.9% | +534.0% | +379.9% |
| 5Y | +137.3% | +272.6% | -135.3% | +9.4% |
| All | +137.3% | +269.6% | -132.3% | +9.4% |
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 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