+175.9%
CFG vs STLD
+104.7%
+71.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.6% | +4.4% | 0.0% |
| 7D | -2.2% | -12.5% | +10.3% | +3.3% |
| 30D | +0.4% | -6.8% | +7.2% | +3.1% |
| 3M | -12.6% | -16.4% | +3.8% | -6.4% |
| 6M | +0.6% | -6.1% | +6.7% | +1.4% |
| YTD | +12.4% | +32.0% | -19.5% | -4.7% |
| 1Y | +27.7% | +45.5% | -17.8% | +3.2% |
| All | +175.9% | +104.7% | +71.1% | +84.3% |
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