+220.7%
CF vs STLD
+292.4%
-71.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | +6.0% | +3.1% | +2.9% | +5.3% |
| 30D | +14.8% | -9.0% | +23.8% | +17.1% |
| 3M | +14.1% | -12.4% | +26.4% | +17.1% |
| 6M | +28.5% | +25.5% | +3.0% | +20.1% |
| YTD | +74.9% | +43.6% | +31.3% | +57.3% |
| 1Y | +61.7% | +87.2% | -25.5% | +34.5% |
| 3Y | +80.3% | +135.2% | -54.9% | +34.4% |
| All | +220.7% | +292.4% | -71.7% | +100.0% |
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 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