+173.3%
CFG vs STLD
+105.6%
+67.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -0.9% | -11.1% | +10.2% | +3.9% |
| 30D | +1.1% | -4.8% | +5.8% | +2.8% |
| 3M | -12.0% | -14.6% | +2.6% | -6.6% |
| 6M | -2.2% | -7.4% | +5.2% | -0.8% |
| YTD | +11.4% | +32.6% | -21.2% | -5.7% |
| 1Y | +27.8% | +47.3% | -19.5% | +2.7% |
| 3Y | +173.3% | +107.5% | +65.8% | +82.3% |
| All | +173.3% | +105.6% | +67.7% | +82.3% |
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