+5,967.0%
CF vs STLD
+4,288.6%
+1,678.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | +6.0% | +3.1% | +2.9% | +4.5% |
| 30D | +14.8% | -9.0% | +23.8% | +19.4% |
| 3M | +14.1% | -12.4% | +26.4% | +19.9% |
| 6M | +28.5% | +25.5% | +3.0% | +11.7% |
| YTD | +74.9% | +43.6% | +31.3% | +41.9% |
| 1Y | +61.7% | +87.2% | -25.5% | +14.4% |
| 3Y | +80.3% | +135.2% | -54.9% | +7.0% |
| 5Y | +226.0% | +290.9% | -64.9% | +39.0% |
| 10Y | +569.9% | +1,113.5% | -543.6% | +48.0% |
| All | +5,967.0% | +4,288.6% | +1,678.4% | +579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling