+1,166.2%
CDNS vs STLD
+761.4%
+404.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.2% |
| 7D | +1.0% | +2.9% | -2.0% | +0.1% |
| 30D | -2.0% | -5.6% | +3.6% | -0.3% |
| 3M | -0.2% | -11.7% | +11.5% | +3.0% |
| 6M | -8.9% | -2.8% | -6.1% | -8.9% |
| YTD | +3.3% | +36.4% | -33.1% | -6.9% |
| 1Y | +2.2% | +50.0% | -47.8% | -10.4% |
| 3Y | +22.4% | +122.3% | -99.9% | -5.7% |
| 5Y | +78.0% | +273.2% | -195.2% | +15.0% |
| All | +1,166.2% | +761.4% | +404.8% | +482.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling