+863.2%
CDW vs STLD
+2,072.1%
-1,208.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | +3.2% | +3.1% | 0.0% | +2.1% |
| 30D | +9.3% | -9.0% | +18.3% | +12.1% |
| 3M | +9.8% | -12.4% | +22.2% | +13.4% |
| 6M | +23.3% | +25.5% | -2.2% | +13.3% |
| YTD | +13.7% | +43.6% | -30.0% | -0.4% |
| 1Y | -6.5% | +87.2% | -93.7% | -24.8% |
| 3Y | -25.2% | +135.2% | -160.5% | -45.1% |
| 5Y | -19.5% | +290.9% | -310.4% | -51.6% |
| 10Y | +285.8% | +1,113.5% | -827.6% | +53.2% |
| All | +863.2% | +2,072.1% | -1,208.9% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling