+122.4%
CF vs STLD
+268.5%
-146.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.6% | +13.8% | +7.8% |
| 7D | +0.4% | -12.5% | +12.9% | +3.2% |
| 30D | +2.2% | -6.8% | +9.0% | +3.5% |
| 3M | +2.1% | -16.4% | +18.5% | +5.8% |
| 6M | -6.5% | -6.1% | -0.4% | -6.2% |
| YTD | +55.6% | +32.0% | +23.6% | +42.3% |
| 1Y | +42.3% | +45.5% | -3.2% | +26.6% |
| 3Y | +55.7% | +106.5% | -50.8% | +20.3% |
| 5Y | +122.4% | +267.2% | -144.7% | +39.1% |
| All | +122.4% | +268.5% | -146.1% | +39.1% |
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 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