+593.1%
CEG vs STLD
+299.8%
+293.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.5% | +0.3% |
| 7D | +12.1% | +2.9% | +9.2% | +11.0% |
| 30D | +0.2% | -5.6% | +5.8% | +2.1% |
| 3M | +0.7% | -11.7% | +12.4% | +4.4% |
| 6M | +2.2% | -2.8% | +5.0% | +2.0% |
| YTD | -20.3% | +36.4% | -56.8% | -29.9% |
| 1Y | -16.1% | +50.0% | -66.1% | -28.6% |
| 3Y | +134.7% | +122.3% | +12.4% | +72.8% |
| All | +593.1% | +299.8% | +293.2% | +333.8% |
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 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