+23.8%
CDW vs STLD
+58.4%
-34.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +2.6% | -0.5% | +3.0% | +2.6% |
| 30D | +20.4% | -0.1% | +20.5% | +20.1% |
| 3M | +28.5% | -9.2% | +37.6% | +29.8% |
| 6M | +70.6% | +1.8% | +68.9% | +67.0% |
| YTD | +29.1% | +42.1% | -13.0% | +12.9% |
| 1Y | +23.8% | +58.5% | -34.7% | +2.4% |
| All | +23.8% | +58.4% | -34.6% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling