-28.5%
CEG vs STLD
+45.5%
-73.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -4.7% | -11.1% | +6.4% | -2.6% |
| 30D | -16.6% | -4.8% | -11.8% | -15.6% |
| 3M | -4.1% | -14.6% | +10.4% | -1.6% |
| 6M | -22.3% | -7.4% | -14.9% | -22.2% |
| YTD | -28.9% | +32.6% | -61.5% | -34.1% |
| 1Y | -28.5% | +47.3% | -75.8% | -36.5% |
| All | -28.5% | +45.5% | -73.9% | -36.5% |
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