+104.3%
CEG vs STLD
+105.6%
-1.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | -4.7% | -11.1% | +6.4% | -0.6% |
| 30D | -16.6% | -4.8% | -11.8% | -15.0% |
| 3M | -4.1% | -14.6% | +10.4% | +1.0% |
| 6M | -22.3% | -7.4% | -14.9% | -21.3% |
| YTD | -28.9% | +32.6% | -61.5% | -38.6% |
| 1Y | -28.5% | +47.3% | -75.8% | -41.2% |
| 3Y | +104.3% | +107.5% | -3.3% | +39.8% |
| All | +104.3% | +105.6% | -1.4% | +39.8% |
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