+197.6%
CDE vs STLD
+291.8%
-94.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | +2.3% | +2.7% | -0.4% | +1.1% |
| 30D | +18.8% | -8.4% | +27.2% | +22.9% |
| 3M | +23.5% | -9.9% | +33.4% | +28.1% |
| 6M | -8.6% | +33.0% | -41.7% | -21.4% |
| YTD | +16.0% | +42.6% | -26.6% | -3.5% |
| 1Y | +42.1% | +80.8% | -38.7% | +4.9% |
| 3Y | +835.9% | +143.4% | +692.5% | +475.1% |
| 5Y | +197.6% | +293.4% | -95.8% | +39.0% |
| All | +197.6% | +291.8% | -94.2% | +39.0% |
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 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