+481.0%
CF vs STLD
+804.7%
-323.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.8% | -1.2% | +1.1% |
| 7D | +4.8% | -4.7% | +9.4% | +6.4% |
| 30D | +9.7% | -0.9% | +10.6% | +9.6% |
| 3M | +1.2% | -11.9% | +13.1% | +5.5% |
| 6M | +7.4% | +0.9% | +6.5% | +4.8% |
| YTD | +60.5% | +40.4% | +20.1% | +33.6% |
| 1Y | +50.7% | +56.6% | -5.8% | +19.4% |
| 3Y | +64.8% | +125.5% | -60.7% | +3.4% |
| 5Y | +115.8% | +292.8% | -177.0% | -6.6% |
| 10Y | +481.0% | +787.1% | -306.0% | +59.0% |
| All | +481.0% | +804.7% | -323.7% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling