+219.8%
CFG vs STLD
+802.0%
-582.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | +3.1% | -0.1% | +3.2% | +2.7% |
| 3M | -9.7% | -9.2% | -0.6% | -6.0% |
| 6M | +6.7% | +1.8% | +5.0% | +3.1% |
| YTD | +15.2% | +42.1% | -27.0% | -8.7% |
| 1Y | +28.8% | +58.5% | -29.7% | -4.1% |
| 3Y | +190.1% | +128.2% | +61.9% | +68.6% |
| 5Y | +63.4% | +288.2% | -224.9% | -37.9% |
| 10Y | +219.8% | +799.8% | -580.0% | -36.8% |
| All | +219.8% | +802.0% | -582.3% | -36.8% |
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