+283.8%
CDW vs STLD
+1,105.0%
-821.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.2% | +3.1% | 0.0% | +2.0% |
| 30D | +9.3% | -9.0% | +18.3% | +12.3% |
| 3M | +9.8% | -12.4% | +22.2% | +13.7% |
| 6M | +23.3% | +25.5% | -2.2% | +12.5% |
| YTD | +13.7% | +43.6% | -30.0% | -1.4% |
| 1Y | -6.5% | +87.2% | -93.7% | -26.1% |
| 3Y | -25.2% | +135.2% | -160.5% | -46.5% |
| 5Y | -19.5% | +290.9% | -310.4% | -54.0% |
| All | +283.8% | +1,105.0% | -821.3% | +40.7% |
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