+1,242.9%
CDNS vs STLD
+779.4%
+463.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +2.1% | -9.7% | +11.8% | +5.1% |
| 30D | -4.6% | -4.5% | -0.1% | -3.3% |
| 3M | -0.8% | -13.1% | +12.3% | +2.9% |
| 6M | -7.2% | -2.8% | -4.5% | -7.2% |
| YTD | +7.7% | +35.3% | -27.7% | -2.7% |
| 1Y | +3.5% | +51.4% | -47.8% | -9.5% |
| 3Y | +31.2% | +117.9% | -86.7% | +1.7% |
| 5Y | +84.5% | +272.6% | -188.1% | +19.4% |
| 10Y | +1,242.9% | +782.2% | +460.7% | +546.5% |
| All | +1,242.9% | +779.4% | +463.5% | +546.5% |
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