+492.8%
CEG vs STLD
+286.7%
+206.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.6% | +5.1% | 0.0% |
| 7D | -9.4% | -12.5% | +3.1% | -5.5% |
| 30D | -20.2% | -6.8% | -13.4% | -18.4% |
| 3M | -9.5% | -16.4% | +6.9% | -4.5% |
| 6M | -25.0% | -6.1% | -18.9% | -24.3% |
| YTD | -31.9% | +32.0% | -63.8% | -39.4% |
| 1Y | -33.7% | +45.5% | -79.2% | -43.0% |
| 3Y | +108.7% | +106.5% | +2.2% | +57.1% |
| All | +492.8% | +286.7% | +206.1% | +275.1% |
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