-15.9%
CG vs STLD
+289.0%
-304.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -3.1% |
| 7D | +2.0% | -4.7% | +6.6% | +4.1% |
| 30D | +8.5% | -0.9% | +9.5% | +8.6% |
| 3M | -12.1% | -11.9% | -0.3% | -7.8% |
| 6M | -16.4% | +0.9% | -17.3% | -18.4% |
| YTD | -28.0% | +40.4% | -68.4% | -40.8% |
| 1Y | -18.9% | +56.6% | -75.5% | -36.9% |
| 3Y | +51.2% | +125.5% | -74.2% | -1.9% |
| 5Y | -15.9% | +292.8% | -308.7% | -58.1% |
| All | -15.9% | +289.0% | -304.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling