-21.5%
CDW vs STLD
+104.7%
-126.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -7.6% | +1.5% | -3.9% |
| 7D | -4.1% | -12.5% | +8.4% | -0.3% |
| 30D | +16.7% | -6.8% | +23.6% | +19.0% |
| 3M | +13.6% | -16.4% | +30.0% | +19.2% |
| 6M | +17.0% | -6.1% | +23.1% | +17.1% |
| YTD | +18.1% | +32.0% | -13.8% | +3.8% |
| 1Y | +10.5% | +45.5% | -35.1% | -6.5% |
| All | -21.5% | +104.7% | -126.2% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling