+333.9%
CFG vs STLD
+1,188.7%
-854.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.9% |
| 7D | +1.8% | -3.9% | +5.7% | +3.8% |
| 30D | +3.3% | -0.4% | +3.7% | +3.2% |
| 3M | -9.8% | -9.2% | -0.6% | -6.2% |
| 6M | +5.2% | +5.0% | +0.2% | +0.5% |
| YTD | +16.1% | +42.8% | -26.7% | -6.3% |
| 1Y | +33.7% | +60.1% | -26.4% | +1.6% |
| 3Y | +181.2% | +123.5% | +57.8% | +73.5% |
| 5Y | +69.1% | +302.0% | -232.9% | -30.2% |
| 10Y | +264.3% | +959.3% | -695.0% | -16.3% |
| All | +333.9% | +1,188.7% | -854.8% | -9.4% |
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