-2.7%
CEG vs STLD
+89.3%
-92.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.2% |
| 7D | +8.0% | +3.1% | +4.9% | +7.4% |
| 30D | +12.9% | -9.0% | +21.9% | +14.7% |
| 3M | +13.2% | -12.4% | +25.5% | +15.1% |
| 6M | -7.0% | +25.5% | -32.5% | -11.9% |
| YTD | -15.0% | +43.6% | -58.6% | -23.4% |
| 1Y | -2.7% | +87.2% | -89.9% | -14.7% |
| All | -2.7% | +89.3% | -92.0% | -14.7% |
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 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