-89.9%
CDE vs STLD
+8,593.6%
-8,683.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.2% |
| 7D | +3.1% | -0.5% | +3.6% | +3.0% |
| 30D | -10.3% | -0.1% | -10.3% | -10.6% |
| 3M | -19.1% | -9.2% | -10.0% | -17.0% |
| 6M | -24.0% | +1.8% | -25.8% | -25.5% |
| YTD | -15.6% | +42.1% | -57.7% | -27.2% |
| 1Y | -1.1% | +58.5% | -59.6% | -18.0% |
| 3Y | +613.1% | +128.2% | +484.9% | +404.6% |
| 5Y | +109.3% | +288.2% | -179.0% | +18.8% |
| 10Y | +64.4% | +799.8% | -735.4% | -38.3% |
| All | -89.9% | +8,593.6% | -8,683.5% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling