+54.6%
CG vs STLD
+115.4%
-60.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.1% | +4.5% | +5.6% |
| 7D | +3.0% | -9.7% | +12.7% | +8.2% |
| 30D | +10.1% | -4.5% | +14.7% | +12.3% |
| 3M | -10.8% | -13.1% | +2.3% | -5.4% |
| 6M | -15.2% | -2.8% | -12.5% | -16.1% |
| YTD | -26.9% | +35.3% | -62.2% | -41.0% |
| 1Y | -17.0% | +51.4% | -68.4% | -37.5% |
| 3Y | +54.6% | +117.9% | -63.3% | -5.3% |
| All | +54.6% | +115.4% | -60.7% | -5.3% |
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