+362.4%
CFG vs STLD
+1,196.0%
-833.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.7% |
| 7D | +1.5% | +3.1% | -1.6% | -0.1% |
| 30D | -3.8% | -9.0% | +5.2% | +0.5% |
| 3M | +11.5% | -12.4% | +23.9% | +17.9% |
| 6M | +19.2% | +25.5% | -6.3% | +3.9% |
| YTD | +23.7% | +43.6% | -19.9% | +0.1% |
| 1Y | +38.8% | +87.2% | -48.3% | -2.9% |
| 3Y | +178.9% | +135.2% | +43.7% | +68.1% |
| 5Y | +101.8% | +290.9% | -189.1% | -15.3% |
| 10Y | +317.3% | +1,113.5% | -796.2% | -7.3% |
| All | +362.4% | +1,196.0% | -833.6% | -3.2% |
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