-5.7%
CDW vs STLD
+269.6%
-275.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.8% | +4.2% |
| 7D | +9.3% | -9.7% | +19.0% | +12.5% |
| 30D | +15.8% | -4.5% | +20.3% | +17.2% |
| 3M | +21.8% | -13.1% | +34.9% | +26.2% |
| 6M | +58.8% | -2.8% | +61.5% | +58.0% |
| YTD | +22.8% | +35.3% | -12.6% | +9.1% |
| 1Y | +17.9% | +51.4% | -33.5% | +1.0% |
| 3Y | -17.4% | +117.9% | -135.4% | -37.9% |
| 5Y | -5.7% | +272.6% | -278.3% | -41.0% |
| All | -5.7% | +269.6% | -275.3% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling