+563.4%
CF vs STLD
+864.5%
-301.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.6% | +13.8% | +9.2% |
| 7D | +0.4% | -12.5% | +12.9% | +5.7% |
| 30D | +2.2% | -6.8% | +9.0% | +4.6% |
| 3M | +2.1% | -16.4% | +18.5% | +8.8% |
| 6M | -6.5% | -6.1% | -0.4% | -6.2% |
| YTD | +55.6% | +32.0% | +23.6% | +32.6% |
| 1Y | +42.3% | +45.5% | -3.2% | +15.9% |
| 3Y | +55.7% | +106.5% | -50.8% | +1.1% |
| 5Y | +122.4% | +267.2% | -144.7% | -1.7% |
| All | +563.4% | +864.5% | -301.1% | +51.4% |
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