-85.7%
CDE vs STLD
+8,684.3%
-8,770.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.3% |
| 7D | +0.5% | +3.1% | -2.6% | -0.6% |
| 30D | +21.9% | -9.0% | +30.8% | +25.6% |
| 3M | +14.9% | -12.4% | +27.3% | +19.7% |
| 6M | -10.5% | +25.5% | -36.0% | -18.6% |
| YTD | +19.3% | +43.6% | -24.4% | +2.9% |
| 1Y | +50.8% | +87.2% | -36.4% | +17.2% |
| 3Y | +782.3% | +135.2% | +647.1% | +519.4% |
| 5Y | +191.7% | +290.9% | -99.2% | +65.3% |
| 10Y | +57.6% | +1,113.5% | -1,055.8% | -47.0% |
| All | -85.7% | +8,684.3% | -8,770.0% | -97.0% |
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 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