+11.8%
CG vs STLD
+292.4%
-280.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | -4.3% | +3.1% | -7.5% | -5.8% |
| 30D | -5.1% | -9.0% | +3.9% | -1.3% |
| 3M | +8.7% | -12.4% | +21.0% | +14.6% |
| 6M | -9.2% | +25.5% | -34.7% | -19.9% |
| YTD | -18.9% | +43.6% | -62.5% | -33.5% |
| 1Y | -25.6% | +87.2% | -112.8% | -46.7% |
| 3Y | +57.3% | +135.2% | -78.0% | +0.9% |
| All | +11.8% | +292.4% | -280.6% | -43.3% |
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 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