+73.0%
CF vs STLD
+135.5%
-62.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.1% |
| 7D | +6.0% | +3.1% | +2.9% | +5.7% |
| 30D | +14.8% | -9.0% | +23.8% | +16.0% |
| 3M | +14.1% | -12.4% | +26.4% | +15.5% |
| 6M | +28.5% | +25.5% | +3.0% | +24.7% |
| YTD | +74.9% | +43.6% | +31.3% | +65.4% |
| 1Y | +61.7% | +87.2% | -25.5% | +45.5% |
| All | +73.0% | +135.5% | -62.5% | +44.7% |
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